The multi-tier financial entity knowledge graph
Map ultimate beneficial ownership (UBO), collateral rehypothecation and contagion vectors.
Move beyond disconnected account tables to an explicit semantic model of capital interdependencies.
- Maps complex corporate ownership trees, identifying hidden debt concentrations across subsidiaries, holding companies and related offshore entities.
- Traces collateral pledged across multiple repo desks and derivative transactions to identify dangerous multi-party rehypothecation loops.
- Exposes latent contagion pathways before counterparty default triggers cascading margin liquidations across secondary markets.
High-performance zero-copy stress testing
Simulate severe market disruptions without cloning production databases.
Evaluate macroeconomic shocks and complex strategic pivots in real time.
Temporal branching
Create isolated simulation sandboxes. The sandbox marks a pointer at the live graph state, so positions can be analyzed without duplicating underlying data.
Deterministic shock scenarios
Test multi-variable shocks, such as simultaneous sovereign yield curve inversions, currency devaluations and energy price surges, and evaluate their impact on capital adequacy (Pillar 1/2) and Tier 1 equity.
Side-by-side delta comparison
Compare competing capital allocation strategies side by side on live liquidity, risk-weighted assets (RWA) and net interest margin (NIM).
Intraday bi-temporal time machine and audit trail
Review recorded portfolio states at a selected point in time.
Treat time as a structural dimension across all trading desks and loan portfolios.
Point-in-time regulatory replay
Review the enterprise graph at a selected point in time to see what risk officers knew, which market feeds were active and how pricing models computed margin calls at that exact moment.
Audit trail
Maintains an audit trail of recorded transactions, credit decisions, overrides and automated recalculations, subject to configured integrations and logging settings.
Regulatory exports
Prepare audit reports for regulatory bodies from retained records, reducing costly retroactive reconciliation projects.
Automated credit covenant and constraint monitoring
Turn dense legal paper into continuous, automated operational guardrails.
Transform syndicated loan agreements, bond indentures and commercial covenants into active graph constraints.
Continuous ingestion and verification
Evaluates borrower financial statements against debt-service coverage ratios (DSCR), loan-to-value (LTV) ceilings and dividend restriction covenants in real time.
Early-warning default triggers
Highlights signs of deteriorating borrower financial health in available data, helping credit risk teams assess potential covenant breaches and consider appropriate action.
Autonomous remediation sandboxes
Proposes restructuring terms (such as tenure extensions or equity injections) modeled inside isolated sandboxes to protect institutional recovery value.
Operational comparison: traditional banking stack vs JanusKS
| Operational focus | Traditional banking infrastructure | The JanusKS IDSS platform |
|---|---|---|
| Counterparty risk analysis | Disconnected reports across lending, trading and asset management; UBO maps compiled manually. | Unified semantic graph traces indirect ownership, cross-collateral ties and multi-tier contagion risk. |
| Portfolio stress testing | Static overnight runs; databases manually cloned into spreadsheets; weeks to model new CCAR scenarios. | Zero-copy temporal sandboxes run multi-variable shock models against live book data in isolated scenarios. |
| Regulatory and audit inquiries | Months spent manually extracting historical tables from cold archives to reconstruct past compliance states. | Point-in-time review of recorded data helps teams prepare audit reports faster. |
| Covenant compliance tracking | Manual quarterly review of borrower PDFs and balance sheets; breaches identified retrospectively. | Continuous semantic constraint evaluation flags leading indicators of potential covenant failure. |
| Agentic AI deployment | Blocked by compliance due to public cloud exfiltration risks and model hallucination hazards. | Private, air-gapped runtimes (vLLM / Ollama) with deterministic graph grounding and strict human-in-the-loop gates. |
Security, sovereignty and financial-grade governance
Financial infrastructure demands the highest tier of confidentiality, resilience and statutory compliance.
Private and sovereign deployment
Deploy in private data centers or dedicated cloud environments, with options for disconnected operation and controls over outbound connections and telemetry.
Zero-token predictable economics
Run exhaustive risk simulations, continuous covenant evaluations and autonomous agent operations with no variable API billing or SaaS metering.
Attribute-based access control (ABAC)
Restrict access down to specific graph nodes, relationship edges and portfolio balances based on employee role, desk clearance, deal conflicts (information barriers) and geographic jurisdiction.
Global compliance alignment
Designed to support regional compliance and resilience requirements.
Human-led strategic authority
Autonomous agents analyze portfolios and surface anomaly recommendations through the Model Context Protocol (MCP), but capital deployment, limit extensions and margin enforcement stay strictly governed by authorized human officers.