JCapRisk

Specialist risk and capital consulting

JCapRisk supports banks, insurers and other regulated financial institutions with defined projects in quantitative models, capital, risk governance and AI-enabled technology.

Dr. Jasmin Šahbegović leads the engagement. Specialist expertise and delivery responsibilities are agreed for each assignment.

Discuss a risk projectExplore expertise

Where we can help

Quantitative Models & Model Lifecycle

Development, calibration, validation support, monitoring and remediation across credit, operational, market and other risk models - aligned with governance and regulatory requirements, with tailored AI agents where useful.

Stress Testing & Capital

Stress testing, ICAAP, risk appetite and capital analysis that support management decisions.

Risk Governance, Processes & Controls

Defined improvements to financial and non-financial-risk processes, responsibilities and controls, including regulatory compliance and evidence.

AI, Data & Risk Technology

AI-enabled solutions for complete or selected governance, risk and control frameworks, including regulatory compliance, connected to data, workflows, controls and decision support.

AI can be embedded across JCapRisk solutions. The scope is shaped around the institution's problem, governance and operating framework. Explore AI Solutions

Relevant expertise

Dr. Jasmin Šahbegović, founder and engagement lead of JCapRisk

Jasmin holds a PhD in Mathematics and has more than 15 years of experience in regulated financial institutions.

Selected areas of expertise:

  • Quantitative risk models and model lifecycle across credit, operational and market risk
  • Stress testing, ICAAP, risk appetite, economic and regulatory capital
  • Model risk management, validation governance and regulatory remediation
  • Financial and non-financial risk governance, controls and regulatory compliance
  • AI, data and risk technology, including agentic quantitative workflows
  • Recovery, resolution and valuation-in-resolution
About Jasmin

Clear responsibilities

Scope, outputs and acceptance are agreed before work begins. Additional specialists support defined workstreams where needed. Documentation and knowledge transfer support the client's own team after handover.

MDS Digital AG is JCapRisk's Technology & Delivery Partner.

How delivery works

Discuss a risk project

A brief, non-confidential outline is enough to start an initial conversation.

We can clarify the issue, the required outcome and whether JCapRisk is a suitable fit.

Dr. Jasmin Šahbegović

Kreuzlingen, Switzerland