Risk
Quantifying what traditional models ignore.
Risks that propagate
Real risks are not independent. They connect, amplify and propagate through networks of invisible dependencies. Piscis models those connections.
Fat tails
Extreme events occur more often than normal distributions predict. Traditional models systematically underestimate risk.
Dynamic correlations
In crises, previously independent assets move together. Historical correlations collapse when they matter most.
Second-order effects
Direct impact is only the beginning. Chain reactions amplify losses in non-linear ways.
Model dependencies
Each entity is connected to others based on real relationships: contracts, flows, exposures.
Inject shocks
We simulate thousands of stress scenarios and observe how they propagate through the network.
Measure distributions
We obtain full percentiles: VaR, CVaR, expected maximum losses.
More stress scenarios
Tail visibility
Required capital
Loss traceability
Know your real risks
Schedule a demo to see how Piscis quantifies systemic risks in your industry.
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