RisKIT: pre-built Excel models for capital, liquidity and recovery planning

The models are for risk, finance and treasury teams at banks, building societies, investment firms and payment institutions who carry the accountability for the numbers.

They have neither months nor a large budget for a custom build, so the design brief was a Toyota Corolla, not a Ferrari: something proportionate that your own team can keep running.

Behind the models is a team. We configure them to your balance sheet, train the people who will run them and support you wherever you operate, so you buy a working capability rather than a file.

The all-risks capital models calculate Pillar 1 requirements under the standardised approaches of their framework. In the Basel 3.1, CRR III, Basel IV and US versions that means credit, counterparty credit, credit valuation adjustment and operational risk, with FRTB market risk in the versions that include it. The models hold capital resources, the capital conservation and countercyclical buffers, Pillar 2A, management buffer overlays and the leverage ratio.

Pillar 2 covers interest rate risk in the banking book, concentration risk, and liquidity, reputational, environmental and social and cyber risk capital. The Basel 3.1 versions add group, strategic, legal and model risk.

Each model runs a base case and four stress scenarios (idiosyncratic, market-wide, combined and macroeconomic) over a three-year horizon, supports reverse stress testing, and produces board-ready outputs: capital ratio trends, risk-weighted asset breakdowns, surplus or deficit charts and the Pillar 3 disclosure report.

Assumptions sit in one register with a change log, so internal audit can follow every number back to its source, and traffic-light triggers show a ratio heading for its threshold before it gets there.

Model 900 gives a bank one place to build and run its recovery plan: the triggers and thresholds, the recovery options and what each is worth, the early warning indicators and the governance around them. It also maps creditors and critical services for resolution planning, and tracks remediation actions until they close.

For banks and building societies outside the systemic tier, the tool supports solvent exit planning: the solvent exit analysis the PRA expects as part of normal business, and the execution plan a firm needs once an exit becomes a reasonable prospect.

1 October 2025Solvent exit planning applies

Source: Bank of England, SS2/24 Solvent exit planning for non-systemic banks and building societies, 12 March 2024, effective 1 October 2025.

You pay once. The licence is perpetual, for internal use by the legal entity named in your order, with no subscription or annual maintenance fee. Each model comes with a user manual and remote support for set-up, data entry and early use.

If a regulatory logic error or a functional defect turns up in the model as delivered, we correct it free of charge, however long after delivery it is found. A regulatory update commitment also covers statutory changes to the rules your model is built on, for the update period set in your order.

Tailoring, implementation and validation support are available from Risk Advisory as a separate piece of work. Prices are available on request.