Predictive Analytics Overview

Credit/Loan portfolio risk intelligence across all six models

Models Active
Portfolio Under
Monitoring
💰
₹35,000 Cr
12,847 active loans
High Risk Loans
(Score >70)
⚠️
847
↑ 12% from last month
Predicted 12M
Default Rate
📉
2.4%
↑ 0.3% vs baseline
Model Accuracy
(Avg AUC)
✓
0.84
Above 0.82 target
Risk Score Distribution Across Portfolio
Current loan population by predicted risk tier
High Risk (70-100)
847
6.6% of portfolio
Medium Risk (40-70)
2,341
18.2% of portfolio
Low Risk (0-40)
9,659
75.2% of portfolio
Predicted vs Actual Defaults
Model validation over time
Model 1: Deterioration
Early warning for credit losses
Loan Deterioration PredictionActive
AUC-ROC
0.84
High Risk
847
Alerts
23
Model 2: Quality
Underwriting deficiency prediction
Underwriting QualityActive
AUC-ROC
0.81
High Risk
124
Alerts
8
Model 3: Fraud
External & internal fraud detection
Fraud & MisconductActive
AUC-ROC
0.89
High Risk
28
Alerts
5
Critical Action Alerts
Requiring immediate attention across all models
🚨
Segment Risk Elevation: Commercial Real Estate
23% of CRE portfolio now in High risk tier, exceeding 20% threshold. Recommend expanded audit scope.
2 hours ago
⚠️
Predicted Loss Exceeds Reserve
12-month predicted loss of ₹152 Cr exceeds Provisioning (RBI norms) of ₹138 Cr by 10.3%. Alert sent to CFO.
6 hours ago
📊
Model Drift Detected: Underwriting Quality
PSI of 0.18 approaching 0.25 threshold. Feature distribution shift in self-employment flag.
1 day ago

Loan Deterioration Prediction

Early warning for loans likely to become 90+ DPD within 12 months

Scoring Active
High Risk Loans
(Score >70)
847
₹2,600 Cr exposure
Medium Risk
(Score 40-70)
2,341
₹7,500 Cr exposure
Predicted 12M
Default Rate
2.4%
↑ 0.3% vs prior
Model AUC-ROC
0.84
Above 0.82 target
Portfolio Risk Trend
High risk loan count over 12 months with forecast
Risk Distribution
Current score distribution
High Risk Loan Queue
Loans with deterioration score >70 requiring review
Loan ID Score Trend Balance Product DPD Key Drivers Action

Underwriting Quality Prediction

Risk-based audit sampling for documentation and policy exceptions

High Quality Risk
(Score >60)
124
Recommend audit
Loans with 3+
Exceptions
89
↑ 15% from last quarter
Predicted Finding
Rate (Sampling)
48%
vs 12% random
Model AUC-ROC
0.81
Above 0.75 target
Quality Risk by Originator
Top 10 loan officers by risk score
Predicted Issue Type Distribution
Expected deficiency categories
Exception Clustering Analysis
Loans with multiple policy exceptions
Risk by Process Timing
Month-end and quarter-end pressure impact

Fraud & Misconduct Detection

External borrower fraud and internal misconduct identification

External Fraud
Alerts
18
₹4.2L exposure
Identity Fraud
Suspects
7
Synthetic ID patterns
Internal Misconduct
Flags
3
Confidential review
Model AUC-ROC
0.89
Above 0.85 target
Fraud Type Distribution
Alerts by fraud category
Velocity Anomalies
SSN/Address/Employer clustering
Fraud Alert Queue
High-confidence fraud indicators requiring investigation
Alert ID Type Score Application Amount Indicators Status Action

Portfolio Concentration Risk

Forecasting emerging concentrations before limit breach

Concentrations
Near Limit
3
Within 10% of threshold
Predicted Breaches
(90 Days)
2
CRE, Auto Subprime
Largest Single
Exposure
₹350 Cr
Commercial borrower
Diversification
Index
0.72
Above 0.65 target
Concentration Limits Dashboard
Current exposure vs policy limits with forecast trajectory
CRE (Office)
92%
₹3,200 Cr
Auto Subprime
88%
₹1,850 Cr
Mumbai Metro
78%
₹2,600 Cr
Hospitality
65%
₹1,360 Cr
Healthcare
52%
₹1,080 Cr
Geographic Concentration Heatmap
Exposure by state as % of limit
Concentration Forecast
90-day projection for at-risk segments

RBI Compliance & Fair Practices

Priority sector lending, differential treatment detection, and regulatory compliance

Pricing Disparity
Alerts
12
Require review
Denial Rate
Disparity Index
1.42
Above 1.25 threshold
Priority Sector
Lending Gaps
3
Priority sector gaps
Compliant Pricing
Rate
94%
Above 90% target
Pricing Disparity Analysis
Rate spread by category (risk-adjusted)
Denial Rate Analysis
Approval/Denial rates by borrower category
RBI Compliance Exception Queue
Loans flagged for fair practices review
Loan ID Risk Type Score Rate Spread Control Comparable Action

Operational Stress Prediction

Process breakdown forecasting and control effectiveness

Volume Stress
Index
78
↑ 12 points this week
Predicted Error
Rate Increase
+24%
Next 30 days
Understaffed
Teams
3
Processing, QC, Closing
Control Health
Score
72
Satisfactory
Operational Risk Heatmap by Function
Stress indicators across lending operations
Volume vs Capacity
Processing demand against staffing
Error Rate Forecast
Predicted quality issues with confidence bands
Training Currency
Staff with current certifications by function

Model Performance & Governance

Model validation, drift monitoring, and retraining status

Models in
Production
6
All active
Avg AUC-ROC
Across Models
0.84
Above target
Models Near
Drift Threshold
1
Quality model PSI 0.18
Last Full
Validation
45d
Q4 2025
Model Performance Summary
All predictive models with key metrics
Model Status AUC-ROC Gini KS Stat PSI Last Trained Next Review
Loan Deterioration Active 0.84 0.68 0.52 0.08 Dec 15, 2025 Mar 15, 2026
Underwriting Quality Active 0.81 0.62 0.48 0.18 Nov 1, 2025 Feb 1, 2026
Fraud Detection Active 0.89 0.78 0.61 0.05 Jan 5, 2026 Apr 5, 2026
Concentration Risk Active 0.82 0.64 0.49 0.07 Dec 1, 2025 Mar 1, 2026
RBI Compliance Active 0.85 0.70 0.54 0.09 Jan 10, 2026 Apr 10, 2026
Operational Stress Active 0.79 0.58 0.44 0.11 Dec 20, 2025 Mar 20, 2026
Model Stability (PSI Trend)
Population Stability Index over time
Capture Rate Analysis
% of actual defaults captured in top risk deciles

Alert Management

Predictive model alerts, escalations, and automated workflows

Models Active
Predictive Model Alert Center
Consolidated alerts from all six predictive models
DETERIORATION
23
QUALITY
18
FRAUD
12
CONCENTRATION
8
RBI COMPLIANCE
15
OPERATIONAL
13
📊
89
Total Active Alerts
💰
₹2,600 Cr
Exposure at Risk
🎯
84%
Model Accuracy (Avg)
⏱️
6.2h
Avg Resolution Time
Model Alert Triggers
Thresholds for each predictive model
Loan Deterioration Active
High Risk Alert Score ≥ 70
Score Spike Alert Increase > 15 pts/month
Segment Concentration High risk % > 20%
Concentration Risk Active
Near Limit Warning Exposure > 85% of limit
Breach Forecast Predicted breach within 90 days
Model Drift Monitoring Active
PSI Alert PSI > 0.20
AUC Degradation AUC drops below 0.75
Alert Escalation Framework
Role-based escalation by alert type
L1
Initial
→
Relationship Manager Credit Analyst
Loan review initiated, enhanced monitoring
L2
7 days
→
Branch Manager Regional Credit Head
Action plan required, provisioning review
L3
Segment
→
Head of Credit CRO
Portfolio strategy review, limit adjustments
L4
Reserve
→
CFO Audit Committee
Provisioning adjustment, board notification
Consolidated Alert Queue
All predictive model alerts prioritized by risk and exposure
Alert ID Model Severity Subject Exposure Assigned To SLA Status Actions
PRA-2026-0421 Deterioration Critical CRE Segment: 23% in High Risk (Limit: 20%) ₹3,200 Cr Credit Committee
4h left
 Escalated
PRA-2026-0418 Deterioration Critical Predicted Loss ₹152 Cr > Reserve ₹138 Cr ₹14 Cr gap CFO Office
12h left
 In Progress
PRA-2026-0415 Quality High Model Drift: PSI 0.18 approaching 0.25 — Model Risk Team
On Track
 In Progress
PRA-2026-0412 Concentration High CRE Office: 92% of limit, breach in 45 days ₹3,200 Cr Portfolio Mgmt
2d left
 Assigned
PRA-2026-0408 RBI Compliance Medium Pricing Disparity: SC/ST +18bps vs control 12 loans Compliance Team
5d left
 Assigned
Automated Action Workflows
Pre-configured responses triggered by alerts
High Risk Loan Workflow Active
Trigger Deterioration Score ≥ 70
Auto Actions
✓ Create review task for RM
✓ Add to watchlist
✓ Schedule borrower contact
✓ Flag for provisioning review
Concentration Breach Workflow Active
Trigger Segment > 90% of limit
Auto Actions
✓ Pause new originations
✓ Alert Credit Committee
✓ Generate limit report
Alert Performance Analytics
Resolution trends and effectiveness
847
Alerts Resolved YTD
92%
Within SLA
₹156 Cr
Loss Prevented