Krexin provides an audit-ready risk analytics engine for insurance balance sheets managing complex asset portfolios, including private credit. The platform offers deterministic measurement of value, risk, and liquidity across public and private assets, alongside liabilities. Agentic workflows automate monitoring, scenario analysis, and reporting to accelerate execution and improve risk-adjusted return on capital.
Funding
Funding not disclosed
Founders
Product
Problem
Insurance companies and asset managers face challenges in accurately modeling, valuing, and managing asset liability risk within complex private credit portfolios. This complexity is exacerbated by data fragmentation, opaque pricing for illiquid instruments, and the limitations of legacy systems in keeping pace with market developments.
Solution
Krexin offers an AI-powered platform designed to provide end-to-end clarity and confidence in managing asset liability risk for private credit. The platform automates cashflow modeling, estimates credit spreads, and performs scenario-based valuations for a range of illiquid credit instruments including direct loans, ABS, CMBS, RMBS, and CLOs. It integrates with existing back-office, accounting, and risk systems to streamline workflows. Krexin's dynamic ALM tools simulate various market conditions, such as rate shifts and credit events, tailored to specific regulatory frameworks like IFRS17, Solvency II, GAAP, and NAIC. The system can ingest both structured and unstructured documents, parsing deal terms to build comprehensive models efficiently.
Target Audience
The primary target audience includes insurance carriers, pension funds, and private credit allocators seeking enhanced capabilities for modeling and managing their balance sheet risk.
Features
- AI-driven platform for modeling, valuing, and managing asset liability risk in private credit.
- Automated cashflow modeling and credit spread estimation for illiquid instruments.
- Scenario-based valuation capabilities for direct loans, ABS, CMBS, RMBS, and CLOs.
- Dynamic Asset Liability Management (ALM) tools for simulating rate shifts and credit events.
- Support for multiple regulatory regimes including IFRS17, Solvency II, GAAP, and NAIC.
- Document ingestion and parsing engine for extracting and modeling deal terms from structured and unstructured data.
- Seamless integration with existing back-office, accounting, and risk management systems via APIs.
- Tailored reporting views for CIOs, Actuaries, and Risk Teams.