Research, portfolio optimization, fraud detection, and compliance—unified in one reasoning-first workspace. Every decision is evidence-backed. Every output is audit-ready.
Automated research and scenario modeling.
Every conclusion ties to source documents.
Enterprise-grade security and auditability.
Verified reasoning with multi-path consensus.
Every tool is designed for verified, cited outputs that stand up to auditors and regulators.
Deep web + authority research with citations. Search regulatory filings, SEC documents, and financial databases with full provenance.
Sources + live web with financial citations. Natural language Q&A across all your financial data with verified references.
AI-assisted financial document editing with risk detection, clause analysis, and suggestion management. Draft with confidence.
Cross-document synthesis, conflict detection, and emergent risks across high-volume financial document sets. Identify trends instantly.
Generative AI creates thousands of synthetic crisis scenarios—black swans that haven't happened yet. Run your entire portfolio through coordinated attack simulations, not just historical replays.
Graph neural networks discover hidden ownership chains, shell company connections, and cross-guarantee exposures your credit agencies miss. 360° counterparty intelligence in real-time.
Transformer models trained on your transaction DNA predict cash needs at 15-minute granularity—not daily estimates. Know exactly when you'll need liquidity before you need it.
AI monitors Fed, ECB, and BIS publications in real-time. Maps new requirements to your positions before your compliance team reads the announcements. Proactive, not reactive.
Real-time collateral optimization across multi-counterparty agreements (CSAs, GMRAs, ISMAs). AI predicts margin calls 24-48 hours ahead based on mark-to-market trajectories and counterparty credit triggers.
Generate synthetic financial datasets (trade blotters, transaction histories, P&L series) that match your real data's statistical properties—without exposing actual data. Use for ML training, vendor testing, and regulatory sandboxing.
Ingests earnings calls, 8-Ks, MD&A sections, and analyst transcripts. Uses LLMs to detect narrative drift—subtle changes in executive language that precede negative events like fraud, downgrades, or restatements.
Causal inference—not just factor regression—identifies why your alpha exists. Is it skill, luck, or temporary dislocation? LP-ready explanations with audit-proof provenance chains.
Reconstructs institutional positioning from public signals—13F filings, options flow, ETF creations. Detect smart money accumulation before it appears in filings.
Real-time market regime classification using HMM + transformer models. Predicts regime transitions 1-5 days ahead. Dynamically adjust factor loadings as conditions shift.
Before you trade, simulate how your order will move the market. Optimal slice size, timing, and venue routing to minimize implementation shortfall. Forward-looking TCA.
Immutable evidence chains for every financial decision. Full traceability from analysis to report, with audit-ready exports for regulators.
Every claim links to source documents with cryptographic hashes.
Built-in approval chains with timestamps and rationale capture.
Generate audit packs for FINRA, SEC, and internal compliance review.
See how leading asset managers, banks, and finance teams are using Xybern to deliver faster, more accurate, and fully auditable analysis.
