Portfolio monitoring on real SBA 7(a) commercial-loan data — industry and state concentration (HHI, top-N), charge-off rates, vintage cohort curves, loan-age transitions, and early-warning watchlists.
Counterparty exposure and collateral risk analytics covering eligibility assessment, haircut application, collateral sufficiency, concentration monitoring, and stress testing.
A quantitative risk‑modelling toolkit for Lombard lending, providing volatility models, liquidity and concentration adjustments, stress utilities, and a unified haircut/LTV evaluation pipeline.
A credit-risk portfolio monitoring suite and committee MI pack: vintage performance, delinquency, scorecard drift (PSI), concentration, and a RAG early-warning dashboard.
Turns public ABS / RBA / PTRS data into industry risk scores, downturn / stress overlays, and macro-regime flags for commercial credit — sector-risk and concentration support tables for portfolio review. Real public data only.
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