Software for regulated financial institutions. Manage the full lifecycle of every model your bank runs — credit scorecards, IFRS 9 / Ind AS 109, rating, ML — with independent validation, live monitoring and examiner-ready evidence.
Aureon MRM is a modular platform, not a monolith. Each module is a first-class product surface - deployable independently, better together. AI is woven through every one.
Single source of truth. Model cards, embedded reports, live performance tagging. Every model — active, inactive, decommissioned.
Learn moreOnboarding → risk assessment → validation → findings → attestation. Every stage AI-copiloted, every handoff auditable.
Learn moreDedicated AI workbenches for every model type — Basel, IFRS 9, A/B/C scoring, Fraud ML, Marketing. Guided, evidence-first.
Learn moreResearch agents assess conceptual soundness, auto-build challenger models, quantify lift and produce a clean review.
Learn moreDeep MRM domain understanding. Generates and executes validation code from natural-language prompts — cited, reviewable, human-approved.
Learn moreModel documentation, validation summaries, executive reports, remediation plans — drafted from live evidence, all human-signed.
Learn morePortfolio-wide view for senior management and the Model Risk Management Committee. Concentrations, exposures, breaches — always current.
Learn moreScorecards (A/B-score), IRB PD/LGD/EAD, application/behaviour scoring, override review.
PiT PD, ECL, staging logic, overlay analysis, board-ready ECL summaries.
Transition matrices, accuracy testing, stale-rating monitoring, override review.
Classification, fraud, propensity, churn. Fairness, robustness, drift, explainability.
VaR, market risk models, operational risk frameworks, liquidity stress models.
Covered by Aureon AI Control Plane. Deploy together for the full picture.
Curated notebook libraries for each major model family. Every notebook is pre-vetted, runs on your data, and outputs directly into the validation package. Extend with your own — version-controlled and review-approved.
Full statistical suite for IRB validation, back-testing, and calibration under Basel III/IV.
Point-in-time PD, ECL back-testing, staging transition analysis, overlay impact.
Retail scorecard validation across origination, in-life behaviour and collections.
Precision/recall at operating thresholds, drift, fairness, class-imbalance handling.
Uplift modelling, response calibration, campaign lift attribution, churn survival curves.
Rating accuracy, transition matrices, stale-rating detection, override analysis.
Notebooks execute via the Aureon MRM Coding Agent — cited, reviewable, human-approved. Every run bundled into the validation package.
Continuously updated. Internal MRM policy mapping supported.
Same governance fabric. Same evidence trail. Classical models managed by Aureon MRM. AI agents managed by the AI Control Plane. Together, one platform for every model your bank runs.
Two ways to start. No sales-cycle overhead. On your premises or in your VPC.