Lending & Risk
Stress testing and surveillance built on granular market signals
Lending & Risk
Stress testing and surveillance built on granular market signals
We integrate PD/LGD curves, DSCR and collateral haircuts with scenario drivers tied to current conditions, and pair them with watchlist migration and early-arrears indicators. The result is a portfolio view that highlights headroom and priority actions, so committees can move from exposure to decision without detours.
Our solutions
Our solutions combine Portfolio Stress calibrated to explicit macro and market paths; DSCR & Haircuts that translate cash-flow pressure into collateral outcomes; Watchlist Migration that shows forward movement across risk buckets; Early Warning that flags trouble before the narrative catches up; and a Committee Pack that delivers a clean brief, model outputs and notes—everything needed to screen, debate and act.
Portfolio Stress
PD/LGD under documented scenarios with drivers you can audit, producing loss estimates that reflect today’s prices, rents and rates rather than last year’s assumptions.
DSCR & Haircuts
Cash-flow coverage and collateral valuation under stress, linked to lending terms and covenants, so headroom and breach risk are visible in the same frame.
Watchlist Migration
A forward view of credits moving between stages, built on leading indicators and behavioural signals that make portfolio drift measurable and manageable.
Early Warning
Practical triggers—market and account level—that surface first, cueing reviews, additional security or exposure trims before arrears stack up.
Committee Pack
A room-ready narrative with exhibits, the working model file and concise notes on drivers and caveats, so conclusions can be defended and reused.
Signals that bite
Indicators map directly into loss mechanics, not just charts, so decision-makers see exposure, headroom and next steps in one place.
Calibrated to conditions
Scenario drivers are explicit and refreshed on a cadence, keeping tests relevant as rates, prices and rents move.
Surveillance that scales
Triggers and dashboards make monitoring repeatable across portfolios, reducing reliance on ad-hoc analysis and individual heroics.
Drop-in deliverables
Narrative, exhibits and machine-readable series arrive in the formats risk teams already use, speeding adoption and oversight.
Key features
