Nestor: Enterprise Risk Suite

Nestor applies FX, interest rate, and business-event shocks directly to the model drivers and recalculates all three statements and the resulting liquidity and covenant KPIs automatically, using data read from your own systems.

Yes. That is the purpose of Nestor: it collects data from your TMS, ERP, and FP&A platform and puts a layer on top where scenario analysis runs, without ever touching or altering the source data. Your systems of record stay exactly as they are; every scenario, comparison, and stress test happens in Nestor, and every figure remains traceable back to the system it came from.

In most groups it takes days or weeks, because the analysis depends on rebuilding a consolidation model by hand before the question can be tested. The constraint is rarely analytical skill, it is the time from request to answer, and it grows with each additional variable, which is why some questions never get modelled at all. With an integrated model like Nestor, scenarios run against live data and comparisons are produced in minutes, while the decision is still open.

Only if the AI is not the thing doing the calculation. The risk with a general purpose model is that it can generate a plausible number with no computation behind it. Nestor separates the two roles: a deterministic engine calculates every figure, and an agentic layer routes the question, flags what’s changed, and explains the result. It interprets, it never invents the numbers. Every figure traces back to the function that produced it, and every exchange is logged for review.

Those models work, which is why they persist. What they cost is refresh speed, resilience, and people. A consolidation built by hand ages between refreshes, is understood by a small number of colleagues, and absorbs skilled analyst time that could go into interpreting the numbers. “Nestor runs the same consolidation continuously and shows where every figure came from.”

No. It reads from them. The Suite sits above your existing systems and joins them, so the systems of record stay where they are.

FX rates, interest rate curves, business events, and external news. Curves can be shocked by level, slope, and curvature, or by replaying a real historical episode such as the 2008 financial crisis or the 2020 rate environment. Shocks can be immediate or applied across the horizon, and generated manually or through Monte Carlo and value at risk methods. You can also apply shocks directly to your own business drivers, such as a change in revenue growth. Every shock, once defined, is stored in a library and available for reuse throughout the solution.