Analyze loan portfolio performance, delinquency, risk segmentation, pricing optimization, and cross-sell opportunities
Count of active loans
Sum of all outstanding loan balances
Weighted average interest rate
Year-over-year portfolio growth
Percentage of loans past due
Annualized charge-offs as percentage of average loans
Charge-offs minus recoveries as percentage
Loans 30-59 days past due
Percentage of portfolio in prime tier
PD × LGD × EAD across portfolio
New loans originated this month
Number of new loans originated
Average rate differential to market
CECL lifetime expected credit loss calculated as PD × LGD × EAD across the portfolio
Ratio of ALLL to lifetime expected losses, indicating provisioning adequacy
Provision for loan losses as a percentage of average loans
Estimated adjustment to allowance upon CECL adoption
Product categories for portfolio segmentation and analysis.
Credit score-based risk classification with typical default rates.
Days past due classification for delinquency tracking.
Lowest risk borrowers with excellent credit history
Good credit borrowers meeting standard underwriting criteria
Borderline borrowers requiring enhanced monitoring
Higher risk borrowers requiring additional collateral or guarantees
| ID | Name / Characteristics | Filter | Decision Types |
|---|---|---|---|
| auto | Auto Loans | loan_type = 'auto' |
|
| mortgage | Mortgage | loan_type = 'mortgage' |
|
| personal | Personal Loans | loan_type = 'personal' |
|
| credit_card | Credit Cards | loan_type = 'credit_card' |
|
| home_equity | Home Equity | loan_type = 'home_equity' |
|
| business | Business Loans | loan_type = 'business' |
| ID | Name / Characteristics | Filter | Decision Types |
|---|---|---|---|
| current | Current | days_delinquent = 0 |
|
| early_delinquent | Early Delinquent (30-59) | days_delinquent BETWEEN 30 AND 59 |
|
| late_delinquent | Late Delinquent (60-89) | days_delinquent BETWEEN 60 AND 89 |
|
| severely_delinquent | Severely Delinquent (90+) | days_delinquent >= 90 |
Actions to address rising delinquency and prevent charge-offs
delinquency_rate
> 2.5
— Delinquency rate above threshold
early_delinquency_rate
> 3.0
— Early delinquency trending up
90_plus_balance
> 3M
— Severely delinquent balance elevated
Rate adjustments based on competitive position and margin goals
rate_spread
> 50bps
— Rates significantly above market
origination_volume
< target
— Loan production below target
portfolio_yield
< 5.0
— Portfolio yield compression
Changes to underwriting standards and risk appetite
charge_off_rate
> 1.0
— Charge-offs exceeding threshold
subprime_concentration
> 20
— Risk concentration too high
approval_rate
anomaly
— Approval rate significantly changed
Actions to grow loan portfolio and market share
loan_growth_rate
< 5
— Growth rate below target
origination_count
< prior_period
— Originations declining
market_share
declining
— Losing competitive position
Actions to deepen member relationships through lending
cross_sell_opportunities
> threshold
— Significant cross-sell pipeline
single_product_members
> 40
— High single-product concentration
relationship_depth
< benchmark
— Products per member below target
| Level | Role | Can Approve |
|---|---|---|
| 1 | Loan Analyst | — |
| 2 | Collections Manager | enhanced_collectionsearly_interventionskip_tracing |
| 3 | Lending Manager | workout_programpromotional_rateproduct_restrictionsrelationship_pricing |
| 3 | Marketing Manager | marketing_campaignreferral_programpre_approved_campaign |
| 3 | Indirect Lending Manager | dealer_expansion |
| 4 | Credit Risk Manager | risk_based_pricing |
| 5 | Chief Financial Officer | — |
| 5 | Chief Lending Officer | tighten_standardsloosen_standardsconcentration_limits |
| 5 | ALCO Committee | rate_decreaserate_increase |
| 6 | Executive Team | major_policy_changes |
stateDiagram-v2
[*] --> surfaced
[*] --> acknowledged
[*] --> analyzing
[*] --> action_planned
[*] --> action_taken
outcome_measured --> [*]
deferred --> [*]
dismissed --> [*]
| State | ID | Description | Terminal |
|---|---|---|---|
Surfaced |
surfaced | Loan insight identified, awaiting review | No |
Acknowledged |
acknowledged | Responsible party has reviewed | No |
Analyzing |
analyzing | Impact and root cause analysis in progress | No |
Action Planned |
action_planned | Response strategy defined | No |
Action Taken |
action_taken | Policy or program implemented | No |
Outcome Measured |
outcome_measured | Results tracked and documented | Yes |
Deferred |
deferred | Postponed with rationale | Yes (requires rationale) |
Dismissed |
dismissed | Not actionable with rationale | Yes (requires rationale) |
| Decision Type | Response Window | Escalation Path |
|---|---|---|
| delinquency_intervention | 48_hours | collections_manager (12_hours) → lending_manager (24_hours) → clo (48_hours) |
| pricing_optimization | 14_days | lending_manager (3_days) → cfo (7_days) → alco (14_days) |
| credit_policy_adjustment | 30_days | credit_risk_manager (7_days) → clo (14_days) → ceo (30_days) |
| portfolio_growth | 14_days | lending_manager (3_days) → clo (7_days) → ceo (14_days) |
| cross_sell_execution | 7_days | marketing_manager (2_days) → lending_manager (5_days) → clo (7_days) |
erDiagram
LOAN {
string loan_id
enum loan_type
currency current_balance
decimal interest_rate
integer days_delinquent
integer credit_score
}
DELINQUENCY {
enum bucket
currency delinquent_amount
integer days_past_due
}
RISK_SEGMENT {
enum risk_tier
decimal probability_of_default
currency expected_loss
}
| Attribute | Type | Key |
|---|---|---|
| loan_id | string | |
| loan_type | enum | |
| current_balance | currency | |
| interest_rate | decimal | |
| days_delinquent | integer | |
| credit_score | integer |
| Attribute | Type | Key |
|---|---|---|
| bucket | enum | |
| delinquent_amount | currency | |
| days_past_due | integer |
| Attribute | Type | Key |
|---|---|---|
| risk_tier | enum | |
| probability_of_default | decimal | |
| expected_loss | currency |