Trusted domain expertise for
Expertise
Modelling built on rigour, not slideware.
Every model is documented with data sources, fitted parameters, expert overrides and validation evidence — designed to survive internal challenge and supervisory review.
AI-Native Risk Modelling
Explainable, governed AI components integrated with statistical modelling and expert judgement.
Climate Risk Modelling
Physical and transition risk, NGFS scenarios, hazard modelling and financial impact translation.
Banking Risk
Basel III capital, IFRS 9 ECL, PD/LGD, IRRBB, ALM, ICAAP and ILAAP.
Insurance Risk
Solvency II, IFRS 17, ORSA, reserving, technical pricing and catastrophe modelling.
Model Validation
Independent validation, backtesting, benchmarking and model risk governance.
Regulatory Stress Testing
Supervisory climate stress tests, ICAAP, ILAAP, ORSA and integrated scenario design.
Quantica Risk Modelling
An AI-native risk platform concept
Quantica combines quantitative analysis, explainable machine learning and regulator-grade governance across banking, insurance, climate, valuation and stress testing. Every number that reaches a board pack or a supervisor is traceable to data, methodology and validation evidence.
Climate Risk Library
Modelling notes, not marketing
Research on physical risk, transition risk, scenario analysis, model validation, governance, banking and insurance climate risk, and AI risk management.
Climate Risk Modelling: From Scenario Narratives to Quantified Financial Loss
Explains how climate narratives are converted into risk factors, exposures, shocks, losses, and capital metrics.
By Jonas Osman Abdelghafour · 12 min readPhysical Climate RiskPhysical Risk Modelling for Banks and Insurers
Covers flood, wind, heat, wildfire, drought, and coastal risk modelling for credit, insurance, and market portfolios.
By Jonas Osman Abdelghafour · 11 min readTransition RiskTransition Risk Modelling: Policy, Carbon Price, Technology and Demand Shocks
Shows how climate transition pathways affect sectors, balance sheets, asset values, credit risk, and profitability.
By Jonas Osman Abdelghafour · 10 min readModelling Portfolio
Twelve modules across climate, banking, insurance, ALM, valuation and validation
Each module sets out the objective, scope, governance, outputs, users and regulatory relevance.
Projects
Quantica, ClimateShield, ARIXO, Marine Insurance and more
Applied and conceptual work across risk modelling, climate, insurance and AI automation.
Engage
Let's design a defensible model,
together.
Advisory, build and independent validation across banking, insurance, climate and AI risk modelling.