Bank8:Risk — prudential risk measurement
Exposures, capital (Basel), liquidity (LCR/NSFR), IFRS 9 ECL, limit monitoring with breach events, and stress scenarios — measurement and alerting, with an embedded measure worker consuming ledger/payments events.
Use cases
- Limit monitoring — per-customer/per-product limits; a breach
emits
bank8:risk:limit:breachedwhich Compliance consumes into its case flow. - Capital & liquidity — Basel capital ratios and LCR/NSFR series computed on the posting stream.
- IFRS 9 ECL — expected credit loss staging per portfolio.
- Stress scenarios — what-if measurement over scenario definitions.
API surface (selected)
| Family | Endpoints | Scope |
|---|---|---|
| Limits | definitions, monitoring, breaches | bank8:risk:limits:* |
| Capital | ratios, series | bank8:risk:capital:read |
| Liquidity | LCR/NSFR | bank8:risk:liquidity:read |
| ECL | staging, measurements | bank8:risk:ecl:read |
Full documentation
The complete detail lives in this product's sub-pages:
- Architecture (DDD) — the full document, harvested from the unit's repository at build time.
- Business rules (BRD) — the full document, harvested from the unit's repository at build time.
- Security — the full document, harvested from the unit's repository at build time.
- Overview (repo README) — the maintainer's README in the consolidated reference section.