12.5 Phase 5 — Portfolio intelligence
Make the portfolio fully observable, predictable, and governable — turning the back-book into intelligence the front-book benefits from.
Features
Section titled “Features”- IndAS-aligned ECL (stage 1 / 2 / 3) per loan; aggregated for provisioning + capital.
- PD / LGD / EAD models per segment.
- Advanced EWS —
15+signals; auto-triage to risk team. - Cohort profitability by product / channel / partner / vintage / borrower-segment.
- Stress testing automation — quarterly scenario runs.
- Portfolio simulation for new product launch.
- Risk dashboard — real-time + alerting.
- Anchor / partner / sector exposure dashboards.
Integrations
Section titled “Integrations”- Sectoral macro data (where useful).
- News / event feeds for sector-level shocks (optional).
- Add
1 – 2model risk analysts. - Add
1portfolio analyst.
3 – 4 months.
Build vs buy
Section titled “Build vs buy”- ECL framework: Build.
- EWS engine: Build.
- Stress testing: Build.
Acceptance criteria
Section titled “Acceptance criteria”- ECL feeds provisioning in M close.
- Quarterly stress test run end-to-end.
- EWS triage backlog under SLA.
- Cohort profitability dashboard used by board.
- IndAS vs IGAAP transition complexity.
- Model risk — incorrect ECL drives wrong provisioning.
Go / no-go for Phase 6
Section titled “Go / no-go for Phase 6”- Multi-partner appetite live; second / third partner in pipeline.