Capital Markets
CM Model & NAV Provenance™
Every alpha signal, every NAV calculation — proven.
Cryptographic provenance for quantitative models and fund NAV calculations across the full lifecycle — from research notebook commit through deployment to daily valuation. Prove which model produced which NAV on which day, and that no one changed it. Maps to SR 11-7, PRA SS1/23, and CSSF NAV materiality thresholds.
The pain
Your CRO needs to answer "which model version ran on Thursday" without excavating git blame across three repositories. Your fund administrator needs to prove NAV independence without admitting they used the same Python notebook. Your LP's due-diligence team is asking for model governance documentation as a condition of the next capital call.
The solution
CM Model & NAV Provenance signs every model version at registration — weights, config, back-test hash, environment fingerprint — and chains every daily NAV calculation with an RFC 3161 timestamp before market close. When the examiner or LP asks, you produce a signed provenance certificate in minutes.
How it works
4-step flow from intake to audit.
- Step 1
Register the model
At promotion, the model version is signed with weights hash, config hash, back-test result, and environment fingerprint (Python version, package hashes).
- Step 2
Chain the NAV
Every daily NAV calculation is signed when the last pricing input arrives and RFC 3161 timestamped before close. Each day's NAV links to the previous.
- Step 3
Detect drift
A model that runs in production without a matching registry entry triggers a CRO alert. A gap in the NAV chain is detectable immediately.
- Step 4
Produce on demand
SR 11-7 evidence package, AIFMD valuation attestation, or LP provenance report — generated from the signed chain, not assembled from memory.
What’s included
Contract surface and the engineering you don’t have to build.
- Cryptographic model registry — unlimited versions
- Per-fund NAV hash chain — daily, RFC 3161 timestamped
- SR 11-7 annual evidence package, pre-assembled
- AIFMD Article 19 valuation attestation per fund per date
- LP transparency portal — scoped read-only access
- CRO dashboard with model drift and NAV gap alerts
Legal basis
The regulations this product is built to satisfy. Each obligation maps to a signed contract event you can hand a regulator.
- Federal Reserve SR 11-7 — Model Risk Management
- Banks and affiliated investment managers must maintain a model inventory with documented validation and governance.
- AIFMD Article 19 — Valuation
- AIFMs must ensure assets are valued independently; valuation methodology must be documented and consistently applied.
- BCBS 239 — Risk Data Aggregation
- G-SIBs must maintain complete, accurate, and timely risk data with full audit trail.
- UCITS Directive — Valuation and Risk Management
- UCITS funds must value assets using documented, consistently-applied methodologies.
Get access
USD 125,000/month ($1,500,000/year) for institutional deployment. Annual pre-pay saves two months. Volume discount for >10 funds. Enterprise tier includes dedicated quantitative integration engineer.
Need a multi-site federation, a custom export schema, or a regulated-deployment partner? Email yonathan@growing-intelligence.com.
Ready to get started?
Contact us to scope CM Model & NAV Provenance™ for your organization.