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.
Counterparty exposure and collateral risk analytics covering eligibility assessment, haircut application, collateral sufficiency, concentration monitoring, and stress testing.
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.
A quantitative risk‑modelling toolkit for Lombard lending, providing volatility models, liquidity and concentration adjustments, stress utilities, and a unified haircut/LTV evaluation pipeline.
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