Solutions — Regulatory & Risk Analytics

Compliance Is Not a
Project. It Is a Platform.

CALIGO delivers the data infrastructure, regulatory models, and risk analytics capabilities that banks and insurers need to meet today's requirements — and tomorrow's. We build compliance into the architecture, not on top of it.

BCBS 239 & IFRS 9 IFRS 17 Solvency II COREP & FINREP AML & Fraud Analytics ALM & Liquidity
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The Problem

Regulatory Pressure Is Rising.
Data Quality Is Not Keeping Up.

Regulators across Europe and the Middle East are raising the bar — BCBS 239 attestations, IFRS 9 ECL model reviews, Solvency II pillar reporting, COREP granularity requirements. Every new framework demands more from data that was never designed to support it.

The real problem isn't understanding the regulation. It's that the underlying data — scattered across core banking systems, actuarial tools, treasury platforms, and CRM silos — simply isn't reliable, traceable, or consistently defined enough to meet modern standards.

CALIGO addresses this at the root. We build the data infrastructure that makes regulatory compliance durable — not a fire drill at every reporting deadline.

Manual Reconciliation Before Every Submission
Teams spend weeks manually reconciling regulatory outputs against source systems — a sign that the data layer isn't fit for purpose.
No Auditable Data Lineage
When auditors ask where a number came from, the answer is a chain of manual spreadsheets and institutional memory — not a documented data trail.
Models Without Reliable Inputs
IFRS 9 ECL or Solvency II SCR models produce outputs only as good as their inputs. Inconsistent source data undermines model integrity.
New Regulations Require Full Re-Engineering
Each new regulatory framework — IFRS 17, Basel IV, DORA — triggers a new project rather than a configuration change. The architecture isn't built to absorb change.
Compliance and Analytics Are Disconnected
Regulatory and management reporting run on separate systems with different definitions, producing numbers that can't be reconciled without significant effort.
Our Approach

Regulatory Compliance
Built Into the Data Layer.

We don't bolt compliance onto existing platforms. We design regulatory data architectures where lineage, quality controls, and reporting structures are first-class citizens — built once, reused across every regulation.

01
Regulatory Scoping & Gap Analysis
We map your current regulatory obligations against your data infrastructure — identifying gaps in data availability, quality, lineage, and ownership. Output: a prioritised compliance data roadmap.
Regulatory MappingData Gap Analysis3–5 Weeks
02
Regulatory Data Model Design
We design a unified regulatory data layer using our domain-specific data models — covering exposure, position, counterparty, policy, and transaction entities required across multiple frameworks simultaneously.
Banking DWH ModelInsurance DWH ModelUnified Regulatory Layer
03
Data Quality & Lineage Framework
Every regulatory data element is instrumented with quality rules, tolerance thresholds, and lineage tracking. Breaches surface before submission — not during audits. Full data chain from source to report is documented and automated.
DQ Rules EngineAutomated LineageReconciliation Controls
04
Reporting & Submission Pipeline
We build the transformation and aggregation pipelines that produce regulatory report outputs — COREP, FINREP, Pillar 3, SCR, QRT — with automated reconciliation checks and submission-ready formatting.
COREP / FINREPSolvency II QRTsAutomated Checks
05
Model Integration & Validation
We integrate risk model outputs — ECL, PD/LGD/EAD, SCR — with the regulatory data layer, ensuring model inputs are consistently sourced, versioned, and auditable for regulatory validation exercises.
IFRS 9 ECL IntegrationModel GovernanceAudit Trail
06
Operate & Extend
We operate the regulatory reporting platform — monitoring pipeline health, managing data quality alerts, implementing regulatory changes, and extending to new frameworks as they come into force.
Managed OperationsRegulatory Change Management
Regulatory Framework Coverage
Banking
BCBS 239
IFRS 9 / ECL
COREP / FINREP
Basel IV / CRR III
Pillar 3 Disclosures
AML / CFT
Insurance
Solvency II
IFRS 17
QRT Reporting
SCR / MCR Calculation
ORSA Data
Cross-Sector
ALM & Liquidity
Fraud Analytics
Financial Crime
ESG Reporting
What We Deliver

Six Regulatory Capabilities.
One Governed Data Foundation.

Each capability is backed by CALIGO's pre-built domain data models and financial services engineering standards. All are designed to share a single source of truth — so regulatory and management reporting finally agree.

BCBS 239 & Risk Data Aggregation
We design and implement the risk data infrastructure required for BCBS 239 compliance — unified risk data aggregation, taxonomy, accuracy controls, and board-level reporting with full lineage attestation.
Risk data taxonomy & ownership model
Automated accuracy & completeness controls
Cross-entity exposure aggregation
RDARR attestation support
IFRS 9 & ECL Data Platform
A dedicated data infrastructure for expected credit loss calculations — consistently sourcing PD, LGD, and EAD inputs, managing macroeconomic scenarios, and producing auditable staging and provisioning outputs.
Credit risk data model & staging logic
Macroeconomic scenario integration
ECL model input versioning
Parallel run & back-testing support
COREP, FINREP & Regulatory Reporting
End-to-end regulatory reporting pipelines from source data to submission-ready outputs. We automate COREP, FINREP, Pillar 3, and local supervisory reports — with reconciliation controls and change management built in.
Automated COREP / FINREP templates
Pillar 3 disclosure data layer
Supervisory reconciliation controls
Regulatory change management process
Solvency II & IFRS 17 Data
For insurers, we build the data foundation for Solvency II pillar reporting and IFRS 17 contract measurement — connecting policy, claims, actuarial, and financial data into a single governed platform.
Policy & claims data model
SCR / MCR calculation data layer
IFRS 17 GMM / PAA data structures
QRT report automation
AML & Financial Crime Analytics
We build the data infrastructure for transaction monitoring, customer risk scoring, and SAR generation — enabling AML analytics at scale with the data quality and audit trail regulators demand.
Transaction monitoring data model
Customer risk scoring pipeline
SAR data management & reporting
Network analytics for fraud rings
ALM & Liquidity Risk Analytics
We design the data infrastructure for asset and liability management — integrating balance sheet positions, cash flow projections, and interest rate sensitivity data into unified analytical models for treasury and risk functions.
Balance sheet & position data model
LCR / NSFR calculation data layer
Interest rate sensitivity pipelines
Stress testing scenario data management
Use Cases

What Regulatory-Grade Data
Makes Possible

When the data layer is right, compliance becomes faster, cheaper, and more defensible. These are the outcomes CALIGO clients achieve.

Banking · Austria
Basel IV COREP Reporting in 14 Weeks
No unified data layer, hard deadline approaching. CALIGO deployed the Banking DWH Model, built the regulatory transformation layer, and delivered COREP-compliant reporting — first submission passed without findings.
From zero to compliant submission in 14 weeks
Insurance · Turkey
Solvency II End-to-End Data Chain
A leading insurer needed full lineage from 18 source systems to Solvency II QRT submission. CALIGO built the data chain in 6 months with zero operational downtime and a fully auditable trail at every step.
18 sources integrated, QRT submission fully automated
Banking · Credit Risk
IFRS 9 ECL Platform — Provisioning Cycle Reduced
A retail bank's IFRS 9 provisioning run took 5 days due to manual data preparation. CALIGO built a dedicated ECL data platform — automated staging, consistent model inputs, overnight provisioning runs.
Provisioning cycle from 5 days to overnight
Banking · Financial Crime
AML Transaction Monitoring at Scale
A bank needed to scale AML monitoring to 10M+ daily transactions with regulatory-grade audit trails. CALIGO built the transaction data model, real-time enrichment pipeline, and SAR management workflow.
False positive rate reduced by 41%, audit trail automated
Banking · Treasury
LCR & NSFR Calculation Data Layer
Treasury and risk ran LCR/NSFR calculations from different data sources, producing different numbers. CALIGO unified the liquidity data model — one calculation, one number, fully reconciled to supervisory submissions.
Single liquidity data source across risk and treasury
Insurance · IFRS 17
IFRS 17 Transition Data Platform
An insurer facing IFRS 17 transition needed historical policy and claims data restructured for GMM and PAA measurement. CALIGO built the transition data platform and comparative period data sets on schedule.
IFRS 17 Day 1 transition delivered on regulatory deadline
Related Accelerators

Regulatory Data Models
Ready to Deploy

CALIGO's pre-built regulatory data models carry the design decisions from 50+ banking and insurance engagements — so your project inherits proven patterns, not blank-page risk.

Banking
Banking Data Warehouse Model
Pre-built dimensional model with a dedicated regulatory layer covering BCBS 239 risk data aggregation, IFRS 9 ECL inputs, COREP / FINREP reporting structures, and Pillar 3 disclosure data.
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Insurance
Insurance Data Warehouse Model
Covers life, non-life, and health lines. Pre-modelled for Solvency II pillar reporting, IFRS 17 GMM / PAA structures, QRT automation, and actuarial data integration.
Learn more
Framework
Data Maturity Assessment
Includes a dedicated regulatory readiness dimension — assessing data quality, lineage, ownership, and control environments against BCBS 239, IFRS 9, and Solvency II requirements.
Learn more
Ready to Start

Regulatory Compliance
Starts with Better Data.

Whether you face an upcoming COREP deadline, an IFRS 9 model review, or a Solvency II audit — CALIGO brings the regulatory data expertise and proven delivery record to give your team confidence in every number.

Schedule a Regulatory Data Review See Data Platform & Engineering →