Live in production · built for institutional use

Institutional
risk every­where.

Tensile Risk runs two risk worlds on one platform: private-credit stress testing with IFRS 9 ECL and DSCR, and institutional multi-asset factor risk with a market-calibrated covariance model and VaR. AI-powered diagnosis, full portfolio outputs in typically under 60 seconds. SaaS, deployed today. Know what breaks before it does.

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2
Risk worlds, one platform
<60s
Full portfolio run
Day 1
Live from sign-off
● Credit world — Live DSCR Heatmap, Borrower View (Illustrative)
Borrower S1 Macro S2 Rate+300 S3 Crash S5 Counter. S6 FX
Schneider Maschinenbau2.722.312.051.442.48
Grüne Energie Infra.1.130.841.020.791.07
Wien Cargo Logistics4.293.883.413.624.05
ImmoCentrum Real Estate0.960.710.580.740.62
Helvetica Pharma2.902.642.312.492.77
Schnellsoft Solutions0.380.220.110.290.44
Bauer Industries2.732.422.152.312.58
⚠ 4 breaches detected across portfolio · DSCR < 1.0×
Last run: 2s ago · 7 borrowers · 11 scenarios
S1 Macro Recession· DSCR 1.51 S2 Rate Shock +300bps· BREACH S3 Market Crash -35%· DSCR 1.21 S4 Liquidity Crisis· Warning S5 Counterparty Default· BREACH S6 FX Crisis -15%· DSCR 1.38 S7 Cyber / Operational· Warning S8 Severe Recession· BREACH S9 Sector Shock· DSCR 1.19 S11 Energy & Commodity· Warning Reverse Stress· Breach at -12% EBITDA S1 Macro Recession· DSCR 1.51 S2 Rate Shock +300bps· BREACH S3 Market Crash -35%· DSCR 1.21 S4 Liquidity Crisis· Warning S5 Counterparty Default· BREACH S6 FX Crisis -15%· DSCR 1.38 S7 Cyber / Operational· Warning S8 Severe Recession· BREACH S9 Sector Shock· DSCR 1.19 S11 Energy & Commodity· Warning Reverse Stress· Breach at -12% EBITDA
Two risk worlds · one platform

Credit and institutional risk,
under one roof.

Tensile runs two parallel risk engines on a single platform — architecturally separated, with their own data models, personas, and vocabulary. A direct lender and a multi-asset fund each get the engine built for them.

Credit world
Direct Lending Risk
For private-credit & corporate-lending teams
Borrower-level credit risk under IFRS 9: expected credit loss, three-stage SICR staging, DSCR and covenant monitoring, multi-scenario stress testing, and Basel III capital.
  • Borrowers, Facilities, Covenants, Collateral & Events
  • IFRS 9 ECL — PD × LGD × EAD with three-stage SICR staging
  • DSCR heatmap & covenant breach monitoring
  • 11 macro stress scenarios + reverse stress
  • Basel III RWA · IFRS 9 audit-defence reporting
Institutional world
Multi-Asset Factor Risk
For institutional portfolio managers & risk officers
Issuer- and position-level market risk: a seven-factor model with a covariance matrix calibrated on market data and validated by backtest, parametric VaR, and reverse stress across the book.
  • Issuers, Instruments, Positions & multi-fund NAV
  • Seven-factor risk model (equity, rates, credit, FX, size, value, quality)
  • VCV calibrated on market data · Kupiec-backtested · versioned
  • Parametric VaR (99% / 10-day) · MCTR · vol attribution
  • Reverse stress · benchmark-relative positioning
Institutional · NAV Stress · Illustrative

Every scenario.
Every factor.
One run.

Mild > −5%
Moderate −5 to −15%
Severe < −15%
—
Worst ΔNAV
—
Avg ΔNAV
11
Scenarios
Scenario ΔNAV Factor propagation
Illustrative · seven-factor model · ΔNAV = Σ wᵢ · βᵢ,f · ΔF · refreshes every 4s
Deployment

From contract
to live.
In days.

Traditional risk platforms take 6–18 months to implement. Tensile Risk is production-ready on day one — your data, your scenarios, your team running stress tests before the week is out.

01
Sign & Provision
We create your isolated tenant environment and admin account. Zero infrastructure work on your side.
Day 1
02
Import Portfolio
Upload borrowers and financials via Excel template. Bulk import processes in seconds. Multi-Asset positions, fixed income, and FX rates auto-sync.
Day 1–2
03
Configure & Calibrate
11 stress scenarios are pre-built and calibrated. Tune parameters per your house view, or add custom macro scenarios with one click.
Day 2
04
Run & Report
Full portfolio stress run in under 60 seconds. AI generates credit memos. PDF reports go to your board same day.
Day 3
Tensile AI

Risk intelligence,
not just numbers.

Tensile AI is embedded throughout the platform — diagnosing vulnerabilities, translating plain-English scenarios into calibrated shock parameters, and writing credit committee memos that your CRO can sign.

🩺
Risk Advisor
Diagnoses binding risk constraints, quantifies exactly how much each lever moves the DSCR, and ranks mitigation actions by impact-to-effort ratio.
📝
Credit Memo Generation
One click → structured credit committee memo from stress results. Sections, numbers, and recommendations — ready for investment committee.
🧪
Narrative Stress Testing
"What if the Fed hikes 300bps and oil falls to $40?" — Tensile AI translates any plain-English scenario into calibrated shock parameters, with confidence levels and historical analogues.
🔍
Deal Analyser
Pre-deal stress testing on new investments before committing capital. Full scenario pass, factor risk impact, and portfolio fit in one view.
Tensile AI Risk Advisor · Grüne Energie Infrastruktur · S2 Rate Shock
DIAGNOSIS · REAL-TIME
▶ Analysing portfolio risk...

DSCR: 0.91 — BREACH
Interest coverage falls below 1.0× under +300bps.
Floating debt at 68% of total — primary driver.

Key Risk Levers (ranked):
→ Debt reduction: DSCR +0.31× · Effort HIGH
→ Rate hedging: DSCR +0.19× · Effort LOW
→ EBITDA improvement: DSCR +0.14× · Effort MED

Recommended Actions:
Fix 40%+ of floating debt before Q2 2026
Accelerate refinancing window — window closing
Covenant renegotiation if rates exceed 5.5%

Sector median DSCR: 1.41 · Percentile: 8th

▶
Platform

Everything a risk team
needs. Nothing they don't.

Credit stress testing to multi-fund NAV stress, factor risk modelling to Basel III RWA, compliance audit trails to period-end snapshots — one platform, one login, one source of truth.

📊
Stress Testing Engine
11 pre-calibrated macro scenarios + S12 & S13 crypto shock scenarios (activated on demand for portfolios with digital asset exposure). Custom scenario builder. Forward and reverse stress. DSCR heatmap with RAG status across all borrowers and scenarios in real time.
S1–S11 · S12–S13 on demand · Reverse
🏦
Multi-Asset Dashboard
Multi-currency NAV, multi-fund aggregation, market-data price refresh, FX rates, liquidity waterfall, ESG scoring, concentration limits, a seven-factor risk model with a market-calibrated VCV matrix, and period-end compliance snapshots. Excel bulk import.
Institutional · Multi-Fund
📈
Market Risk
Fair value impact, VaR (99% / 10-day), beta analysis, and equity sensitivity across all public holdings. Integrated with stress scenarios and live market data feeds.
VaR · Beta · FV
🔒
Fixed Income
Modified duration, convexity, DV01, YTM auto-refresh via FRED. Parallel shift, steepener/flattener, and credit spread stress P&L. Rating and maturity bucket breakdown.
Duration · DV01 · Spread
🔬
Factor Risk & Basel III
Seven-factor risk model (equity, rates, credit, FX, size, value, quality) with a covariance matrix calibrated on market data and validated by Kupiec backtest. MCTR and portfolio vol attribution. Basel III RWA with SA and IRB approaches. Benchmark-relative positioning.
RWA · Attribution
📊
Model Calibration & Validation
The factor covariance matrix is calibrated on real market data — not a static prior. Choose an empirical or EWMA estimator over a 1-, 2-, or 5-year window, validate it with a Kupiec proportion-of-failures backtest, and activate it only once it passes. Every calibration is versioned with one-click rollback, and every step is written to the audit log.
Calibrated · Kupiec-tested · Versioned
📋
Reports, Exports & Compliance
Full institutional report (12–15 pages), executive board summary, stress-test PDF, and Excel/CSV exports. Automated email delivery on schedule. Compliance audit log with field-level change diffs, immutable period-end snapshots, and role-gated access for Compliance officers.
Scheduled · Audit-ready
Institutional Risk Cockpit · Illustrative

The whole book.
One screen.

Factor risk shares, ranked scenario impact with factor propagation, FX and liquidity at a glance — the institutional cockpit a portfolio manager opens first. Illustrative figures.

VaR 99% · 1d
1.73%
−1.69m
CVaR 99%
2.18%
−2.13m
Vol · annual
11.8%
σ portfolio
Worst scenario
−27.6%
Market Crash
Limits
2 / 14
breached
Factor Risk Shares% of total risk
Quality
36.8%
Size
30.5%
Equity Mkt
26.9%
Rates Dur
4.6%
Credit Spr
3.4%
Value
−3.7%
FX
−2.8%
Scenario Impact · ΔNAV11 scenarios
Market Crash
−27.6%
AI Conc. Unwind
−17.0%
FX Crisis
−16.6%
Energy Shock
−14.7%
Severe Recession
−9.9%
China Slowdown
−7.6%
Rate Shock
−1.5%
Market Crash propagation — equity −21.26% · credit −6.34%
Seven-factor model · VCV calibrated on market data & Kupiec-backtested · every figure fed by the live risk engine
Coverage

Every asset class,
one factor model.

Tensile's seven-factor model and scenario engine cover these asset classes as positions — through factor exposures, scenario propagation and concentration limits. Sector-specialised modules are noted where they exist.

🏗️
Infrastructure
Rate and credit-spread factor exposure, scenario shocks and asset-class concentration limits
💼
Private Equity
Held as positions, modelled through factor betas and scenario propagation across the book
🏢
Real Estate
Rate and credit-spread factor sensitivity, with LTV on the credit side via collateral
📊
Listed Equity
Beta, VaR, equity value delta and market-data prices
🔒
Private Credit
DSCR, ICR, coverage ratios and default-probability modelling — a dedicated module
⚡
Energy & Commodities
Commodity-price exposure and FX risk through the factor model and scenario shocks
🏦
Fixed Income
Duration, DV01 and credit-spread stress through the rates and credit factors
🌐
Multi-Asset Funds
Cross-asset factor correlation, liquidity buckets and NAV stress
₿
Digital Assets NEW
Crypto shock scenarios (S12–S13) — BTC/ETH decline, stablecoin spread, regulatory haircut
Security & Compliance

Built for institutions
that cannot afford gaps.

Every architectural decision is made with security and institutional use cases in mind — including multi-tenant isolation, auditability, and data residency.

🔐
Multi-Tenant Isolation
Every database row carries a client_id UUID. API-level enforcement ensures zero cross-tenant data access — architecturally impossible, not just policy.
Enforced at every endpoint
🌍
EU Data Residency
SaaS deployment runs in Europe. Dedicated instances can be deployed in any region — UAE, US, Asia — on request.
GDPR compliant by design
📋
Full Audit Trail
Field-level change diffs on every position edit — who changed what, from what value, to what value, with timestamp. Immutable period-end snapshots freeze your full portfolio state for regulatory point-in-time retrieval. Dedicated Compliance role with audit-only tab access.
SOC 2 audit-ready
🔑
Role-Based Access
Four roles (Admin, Analyst, Compliance, Viewer) across three tiers. Granular tab-level permission control per client.
Granular RBAC
🛡️
Encryption End-to-End
Industry-standard encryption in transit and at rest. Passwords are never stored in recoverable form. Sessions expire automatically. Brute-force login attempts are blocked at the infrastructure level.
Zero plaintext credentials
📤
Data Portability
Designed with data privacy and confidentiality in mind. Client data is fully isolated and can be permanently deleted on request.
Full data ownership
Pricing · built around your role

Find the engine
built for your desk.

Tensile is licensed by world — Credit or Institutional — and within each, the platform adapts to your role. Pricing is tailored to your book, your team size, and your deployment. No per-seat traps, no lock-in.

Credit world

Direct Lending Risk

Three roles, one credit engine. IFRS 9 ECL, DSCR, covenant monitoring, stress testing and Basel III — each role sees the workflow built for it.

If you are a Portfolio Credit Manager
You own the whole book. Consolidated and single-loan-book views, portfolio ECL, stress across all borrowers, concentration and audit-ready reporting.
If you are a Corporate Credit Officer
You manage corporate exposures. Borrower drill-downs, covenant headroom, DSCR monitoring and facility-level detail for your names.
If you are a Private Credit Underwriter
You assess new deals. The deal analyser, scenario stressing on prospective facilities, and the AI credit memo to draft committee papers.
Institutional world

Multi-Asset Factor Risk

Two roles, one factor-risk engine. A seven-factor model with a market-calibrated covariance matrix, VaR, scenario stress and the Risk Cockpit — tuned to how you work.

If you are an Institutional Portfolio Manager
You run the book. The Risk Cockpit, factor exposures, NAV stress across scenarios, benchmark-relative positioning and FX and liquidity at a glance.
If you are an Institutional Risk Manager
You own model integrity. VCV calibration on market data, Kupiec backtesting, reverse stress, concentration limits and the full audit trail.
Further asset-class roles — private equity, infrastructure, insurance — are on the roadmap.

Pricing is tailored to every engagement.

Tell us your world, your roles, and the size of your book — we'll scope a deployment that fits. No per-seat fees, no lock-in, cancel anytime.

Talk to us about pricing →

Enterprise stress-testing platforms charge £300K–£2M / year with six-month deployments. Tensile is live in days.

Get in Touch

Know what
breaks
before it does.

Tell us what you need — we reply within one business day.

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