Banking & Model Risk

AI you can put in front of your model-risk examiner.

SR 11-7 + PRA SS1/23 + EU AI Act high-risk credit-scoring rules demand continuous validation + cryptographic auditability. Sovereign Matrix is the only AI agent stack that ships this out of the box.

Talk to a model-risk engineer Read the receipts spec

Primitives shipped for banking

SR 11-7 + PRA SS1/23 model governance

Every agent run produces a signed receipt the model risk team can replay. Drift detector compares each output against the baseline at validation; deviations trigger an MRMG review automatically.

Continuous drift + bias monitoring

Hallucination detector (verifier layer 6) + bias auditor + cost telemetry feed a live SOC 2 control posture board. Quarterly attestation letters auto-generate for your bank examiners.

Credit-decisioning narrative drafting

Compose ECOA-compliant adverse-action letters and approval rationales. Hallucination guard ensures every claim ties back to a customer file or policy cite. Multi-party attestation lets compliance + risk + line-of-business co-sign.

KYC / AML alert triage

RAG over your sanctions + adverse-media feeds. Every triage decision is reproducible — exam-ready audit trail without an analyst writing case notes from memory.

Audit-prep automation

Cook 18 audit-bundle subscription delivers monthly evidence packs to your internal audit team. Signed by sovereign + your compliance officer; replayable by the examiner from day one.

Three workflows landing on day one

"Draft adverse-action letters for yesterday's credit denials."

Agent pulls the denied applications + the model decisioning factors.
Composes ECOA-compliant letters citing the specific reason codes.
Hallucination detector verifies every cited reason ties back to a credit-bureau pull or policy file.
Compliance officer + line-of-business head co-sign via multi-party attestation.

Letters + receipts + replay-ready audit trail. -90% on adverse-action processing time, zero ECOA exceptions in the audit log.

"Sweep last week's AML alerts and prepare SAR drafts for the top tier."

Agent ingests TM alerts ranked by score.
RAG retrieves transaction history, beneficial-owner records, prior SAR filings.
Generates FinCEN-format SAR drafts with citations.
Bias auditor flags any demographically-skewed narrative language.

Draft SAR + cited evidence map + signed attestation. Reviewer time -60%.

"Prep the quarterly model-risk validation package."

Drift detector reports every model that exceeded tolerance in the period.
Receipt timeline shows what was run, when, by whom, and with what input.
Audit-bundle subscription auto-emails the package to internal audit.

Quarterly validation package without an analyst stitching screenshots. Signed, dated, replayable.

Pre-mapped to bank-examination controls

Fed SR 11-7 — Guidance on Model Risk Management

PRA SS1/23 — Model Risk Management Principles

ECB / EBA TRIM — Targeted Review of Internal Models

ECOA — Equal Credit Opportunity Act

FCRA — Fair Credit Reporting Act

BSA / AML — Bank Secrecy Act / FinCEN

EU AI Act — High-Risk Credit Scoring (Annex III)

SOC 2 Type 2 — continuous monitoring

Continuous validation, not a quarterly fire drill.

Sovereign’s drift detector + SOC 2 monitor + audit-bundle subscription replace the spreadsheet-stitch your MRMG team is doing today. Every model gets a live posture board; every output is replayable.

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