[ Antcluster for Financial Services ]
Risk, trading, compliance — regulatory-grade audit trails.
Example query
"What is our exposure to counterparties with credit downgrades in the last 90 days, across all portfolios?"
Your schema · one Topology Graph
Source systems
Risk · Trading · Compliance · CRM
DSAR turnaround
Audit-trail completeness
0%
[ One graph ]
Every Financial Services system → one queryable topology
Antcluster ingests each source database, discovers cross-system join paths automatically, and unifies them into one Topology Graph — no bespoke ETL pipeline required.
The data problems Antcluster solves in Financial Services
Counterparty exposure spans risk, trading, and CRM
Antcluster federates risk, trading, and compliance databases into one graph. Counterparty exposure questions resolve in a single traversal — not a five-system ETL job.
Regulatory queries (DSAR, SOX, SR 11-7) take weeks
The Topology Graph pre-computes all valid join paths. A regulatory query like "retrieve all data held about customer X" generates a multi-table SQL join automatically. DSAR turnaround: 1–5 days → under 2 minutes.
Cross-tenant data isolation must be defence-in-depth
Knowledge Graph is physically partitioned at ingestion by tenant; DB RBAC enforces tenant boundaries at the database layer. Isolation is dual-enforced — zero cross-tenant exposures across all deployments.
Questions teams ask Antcluster
- Counterparty exposure across portfolios with credit-event filtering
- DSAR responses (GDPR/CCPA) generated as one graph traversal with immutable audit
- Cross-system reconciliation between trading systems and risk
- Concentration risk and stress-test scenarios across asset classes
Further reading
See Antcluster on your Financial Services data
30-minute live demo on a sample of your real database. Read-only, air-gapped, no setup required.
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