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Services
Predictive Portfolio Risk Modeling Engine
We develop custom, AI-powered risk engines that simulate extreme market events, protocol failures, and liquidity crises for crypto portfolios, delivering actionable risk parameters for neobank product strategies.
Chainscore © 2026
overview
ARCHITECTURE & STRATEGY
Blockchain Infrastructure Consulting
Strategic guidance and architecture design to build scalable, secure, and future-proof blockchain systems.
Define your technical roadmap with clarity, from protocol selection to node orchestration and data indexing.
- Architecture Reviews: Evaluate your stack (
EVM,Cosmos SDK,Solana) for performance bottlenecks and security flaws. - Gas Optimization Strategy: Model transaction costs and design patterns to reduce fees by 40-70%.
- Infrastructure Blueprints: Production-ready designs for oracles, cross-chain bridges, and decentralized sequencers.
- Team Augmentation: Embed our architects to guide your engineering team through complex implementation phases.
key-features-cards
ENTERPRISE-GRADE PREDICTIVE ANALYTICS
Core Capabilities of Our Risk Modeling Engine
Our engine delivers institutional-grade risk intelligence, enabling data-driven portfolio decisions with real-time precision. Built for DeFi and crypto-native institutions.
01
Multi-Chain Risk Aggregation
Real-time monitoring and correlation of risk factors across Ethereum, Solana, Arbitrum, and 15+ other EVM and non-EVM chains. Consolidates on-chain positions, liquidity depth, and protocol health into a unified risk score.
15+
Chains Monitored
< 2 sec
Data Refresh
02
Predictive Volatility & VaR Modeling
Forward-looking Value-at-Risk (VaR) and Conditional VaR (CVaR) calculations using GARCH models and Monte Carlo simulations, calibrated for crypto asset volatility. Forecasts potential losses at 95% and 99% confidence intervals.
99%
Confidence Interval
24/7
Model Updates
03
Smart Contract & Protocol Risk Scoring
Automated assessment of DeFi protocol security, including audit history, centralization vectors, admin key risk, and economic model sustainability. Integrates data from OpenZeppelin, CertiK, and our proprietary on-chain analysis.
200+
Protocols Scored
A-F
Risk Grade
04
Liquidity & Slippage Simulation
Simulates portfolio exit strategies under stress, modeling price impact, slippage, and available liquidity across DEXs and CEXs. Identifies concentration risk and illiquid positions before they become critical.
90%
Accuracy
10+ DEXs
Coverage
05
Counterparty & Oracle Risk Analysis
Tracks exposure to centralized exchanges, lending counterparties, and oracle providers (Chainlink, Pyth). Monitors for insolvency risk, withdrawal limits, and oracle deviation events that could impact portfolio valuation.
50+
Entities Tracked
Real-time
Alerting
06
Custom Scenario Stress Testing
Run bespoke stress tests against historical black swan events (e.g., LUNA collapse, FTX) or hypothetical scenarios (regulatory crackdown, stablecoin depeg). Model portfolio impact and validate hedging strategies.
20+
Pre-built Scenarios
Custom
Model Builder
benefits
TANGIBLE RESULTS
Business Outcomes for Your NeoBank
Our Predictive Portfolio Risk Modeling Engine delivers measurable improvements to your core operations, from capital efficiency to customer retention.
01
Optimized Capital Allocation
Dynamically adjust liquidity pools and lending parameters based on real-time risk scores, reducing idle capital by up to 40% and maximizing yield on assets.
40%
Less Idle Capital
Real-time
Parameter Updates
02
Proactive Risk Mitigation
Identify and flag high-risk counterparties or volatile asset concentrations before they impact your balance sheet, enabling pre-emptive action to limit exposure.
>90%
Early Warning Accuracy
24/7
Monitoring
03
Enhanced Regulatory Compliance
Generate auditable risk reports and stress test simulations aligned with Basel III and emerging crypto capital requirements, simplifying examiner reviews.
Automated
Report Generation
Basel III
Framework Ready
04
Increased Customer Trust & Retention
Offer clients transparent, data-driven insights into their portfolio risk, building confidence and reducing churn with superior risk-adjusted return dashboards.
25%
Lower Churn Rate
Live
Client Dashboards
05
Faster Product Innovation
Rapidly prototype and launch new lending products, structured notes, or insurance wrappers with pre-integrated, battle-tested risk models.
2-4 weeks
Time-to-Market
Pre-integrated
Risk Models
06
Reduced Operational Overhead
Replace manual spreadsheets and legacy risk systems with a single, automated engine, cutting risk management operational costs by over 60%.
60%
Cost Reduction
Single Source
Of Truth
Structured Implementation Path
Phased Development & Integration Tiers
A modular approach to deploying a Predictive Portfolio Risk Modeling Engine, from foundational analytics to full-scale, real-time integration.
| Core Capability | Analytics Foundation | Integrated Engine | Enterprise Platform |
|---|---|---|---|
Risk Model Library (VaR, CVaR, Stress Tests) | |||
Multi-Chain Portfolio Aggregation (EVM, Solana) | Ethereum & Polygon only | EVM + 2 additional chains | All major EVM & non-EVM L1/L2 |
Real-Time On-Chain Data Ingestion | |||
Custom Risk Parameter Configuration | Pre-defined models | Granular parameter tuning | White-label model builder |
API & SDK Integration | Read-only API | Full read/write API & SDK | Dedicated endpoints & custom SDK |
Smart Contract Integration for Automated Actions | |||
SLA & Technical Support | Email (Business Hours) | 24/7 Slack & Priority Email | Dedicated Engineer & 99.9% Uptime SLA |
Implementation Timeline | 2-4 weeks | 6-8 weeks | 8-12+ weeks |
Typical Investment | $25K - $50K | $75K - $150K | Custom ($200K+) |
how-we-deliver
CORE INFRASTRUCTURE
Custom Smart Contract Development
Secure, gas-optimized smart contracts built for your specific business logic.
We architect and deploy production-grade smart contracts that form the trustless backbone of your application. Our development process is built on audited security patterns and gas-efficient code to protect assets and minimize user costs.
From token systems to complex DeFi primitives, we translate your requirements into robust, on-chain logic.
- Comprehensive Audit Readiness: Code follows
OpenZeppelinstandards and is structured for seamless review by firms likeCertiKorTrail of Bits. - Multi-Chain Deployment: Deploy identical logic to
EVMchains (Ethereum, Polygon, Arbitrum) orSolanawith tailored optimizations. - Full Lifecycle Support: Development, testing, deployment, and upgrade management via transparent
Proxypatterns.
tech-stack
ARCHITECTURE & SECURITY
Technology & Data Foundations
Our risk engine is built on a robust, multi-layered infrastructure designed for institutional-grade reliability and real-time performance. We manage the complexity so you can focus on strategy.
01
Real-Time On-Chain Data Pipeline
Continuous ingestion and indexing from 20+ EVM and non-EVM chains via proprietary RPC infrastructure. Delivers normalized, queryable data with < 2-second latency for accurate, up-to-the-moment risk assessment.
< 2 sec
Data Latency
20+
Supported Chains
02
Institutional-Grade Security & Audits
All data pipelines and calculation engines undergo annual security audits by leading firms. Infrastructure is built with zero-trust principles, encrypted at rest and in transit, and hosted on SOC 2 Type II compliant platforms.
Annual
3rd-Party Audits
SOC 2
Compliance
03
Modular, API-First Architecture
Deploy our engine as a fully managed service or integrate specific modules (e.g., volatility oracle, liquidation risk) via REST and WebSocket APIs. Isolated microservices ensure updates don't disrupt your core operations.
99.9%
Uptime SLA
REST/WS
API Protocols
04
Deterministic Risk Calculation Engine
Proprietary engine written in Rust/Go for performance-critical calculations like VaR, CVaR, and correlation matrices. Ensures identical, verifiable risk outputs for the same inputs, eliminating calculation drift.
μs
Calc. Speed
Rust/Go
Core Language
Predictive Portfolio Risk Modeling Engine
Frequently Asked Questions
Get clear answers on how our risk modeling engine integrates, scales, and delivers value for your DeFi or crypto fund.
Typical integration and deployment is 2-4 weeks for a standard setup, including data pipeline configuration, model calibration for your specific assets, and dashboard setup. Complex multi-strategy portfolios or custom risk factor development can extend this timeline, which we scope and agree upon upfront.
ENQUIRY
Get In Touch
today.
Our experts will offer a free quote and a 30min call to discuss your project.
NDA Protected
Confidentiality24h Response
Time to ValueDirectly to Engineering Team
No Sales Fluff10+
Protocols Shipped
$20M+
TVL Overall