Risk systems for regulators, reinsurers and institutional investors — built to see the structure of risk across interconnected markets.
Risk in financial systems lives in the connections between institutions. Reported structures routinely say one thing while the realised structure says another. We build risk systems that measure and explain that gap.
What does your reported structure claim, what does the realised structure show, and how large is the gap? The answer is a measurement, not an opinion.
Regulators with a system-wide or institutional mandate. Reinsurers and insurers managing catastrophe risk transfer. Superannuation funds and their trustees.
A measurement of your own structure against your own figures, kept on a dated, scored record — so the work is judged on results, not narrative.
Network Capital Economics® was established in 2013 with a mandate to advise on the management of asymmetric risk. Much of risk practice assumes market efficiency; the risks that matter most arise where it does not hold. NCE turned to applied research to represent markets and risk as they are.
Applied research sits at the centre of how NCE works. Methods that treat markets as the interconnected systems they are take a long-term commitment, outside the day-to-day remit of a supervisor or a risk function. NCE makes that commitment.
Five years of dedicated R&D stand behind our systems, built by a team of risk professionals, software engineers, developers, and PhD candidates — people who have worked in the markets the systems serve.