ZARONIA Assistant: an AI copilot for rates, capital and pricing

Benchmark questions deserve verifiable answers

South Africa's transition to the ZARONIA benchmark rate left treasury, markets and finance teams fielding constant questions: compounded rates over custom periods, capital impacts, pricing for trade-finance products. Generic chatbots can't be trusted here — a plausible-but-wrong rate is worse than no answer. The bar is an assistant whose every number can be audited.

A grounded assistant with an audit trail behind every number

• Tool-computed answers, not model guesses — compounded ZARONIA calculations run in deterministic code; the assistant can show its full audit trail on request, step by step.
• Basel IV credit RWA engine — standardised-approach risk-weighted assets implemented from the South African regulations (Gazette 52907), so capital questions get regulator-grade answers.
• Indicative pricing — trade-finance products priced on top of the capital engine, starting with import letters of credit.
• Portfolio tools — marginal capital impact of a new deal and solve-for-spread analysis, conversational.
• Productized delivery — secure login, trial gating and daily data updates, run as a live service.

Regulated-industry AI, done properly

This is the pattern regulated clients ask us for: a conversational interface in front of deterministic, auditable engines. The model handles language; the numbers come from code that can be inspected. The same architecture transfers to any domain where "show your working" is non-negotiable — credit, capital, pricing, compliance.