Abstract: An apparatus for determining a level of risk that a future transfer will exceed a level of reserve is provided by the present disclosure, the apparatus comprising circuitry configured to: obtain data of transfers between financial institutions which have occurred at a number of instances of time, the data including transfer amounts; apply a predictive model to the data to obtain a prediction of the transfer amount at each instance of time; determine a maximum residual between the prediction of the transfer amount and the transfer amount at each instance of time; model the maximum residual for each instance of time using a generalised extreme value distribution to obtain a distribution function; and determine the level of risk that a future transfer between financial institutions will exceed the level of reserve based on the distribution function which has been obtained.