Local-first BYOK portfolio analyzer for allocation, HHI, concentration, diversification, and AI-grounded explanations.

A quantitative risk‑modelling toolkit for Lombard lending, providing volatility models, liquidity and concentration adjustments, stress utilities, and a unified haircut/LTV evaluation pipeline.

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.

A credit-risk portfolio monitoring suite and committee MI pack: vintage performance, delinquency, scorecard drift (PSI), concentration, and a RAG early-warning dashboard.

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.

Analyze investment portfolios locally to calculate asset allocation, concentration risks, and diversification metrics with AI-generated feedback.