SB
Financial resilience

Roach Resilience

Multi-agent scenario intelligence for Dutch financial institutions. Causal graphs, Monte Carlo simulations, and 8 AI agents mapping cascading risks across geopolitical, cyber, regulatory, financial, and operational domains.

A single disruption rarely stays isolated. Sanctions trigger supply chain failures, which expose cyber vulnerabilities, which create regulatory consequences. Roach Resilience maps these cascading connections across five domains.

Click any node to trigger a cascade
Speed

Single-point forecasts hide the range of possible outcomes. Monte Carlo simulation runs thousands of randomised scenarios, revealing the probability distribution of financial resilience metrics. The tail risks — those events beyond the 95th percentile — are where institutions are most vulnerable.

Run simulations to see the distribution emerge
Simulations: 0 / 1,000
N
Speed

No single model captures the full picture. Roach Resilience deploys eight specialised AI agents — each assessing risk through a different lens — then synthesises their findings into a combined assessment. The diversity of perspectives is what makes the output robust.

Watch agents assess in sequence
Accumulated context
Speed

Real-world events continuously reshape risk trajectories. Each new data point — a rate decision, a vendor collapse, a regulatory fine — feeds into the scenario engine and shifts predicted threshold breach timelines. Passive monitoring becomes actionable early warning.

Add events and watch predictions shift
Events
Scenario Engine
Predictions
Liquidity threshold breach
~45days
was 45 days
Critical: 14dBaseline: 45d
Sensitivity
Speed
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