concentration-risk

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

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.

A methodology-first fixed-income credit analysis engine for global markets — delivered as Agent Skills (SKILL.md). Six international paradigms, four-layer architecture, S&P/Moody's/Fitch aligned. Installable in Claude Code, Codex, Cursor, Gemini, and OpenCode.

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

Counterparty exposure and collateral risk analytics covering eligibility assessment, haircut application, collateral sufficiency, concentration monitoring, and stress testing.

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

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.

Reference implementation and canonical test vectors for the Cryptographic Concentration Framework (CCF), v1.0-RC. Every figure in the published documents reproduces from this engine. Apache-2.0.