Original research becomes financial infrastructure.
Working papers, models, datasets and indices from the Algocence Research Desk. Every system Algocence builds begins here — and every piece of work is numbered, versioned and traceable from question to deployed system.
Latest working paper.
Early-Warning Indicators for Loan Portfolios in Small Financial Systems
Lenders in small financial systems often see credit deterioration only when loans are already in arrears. This paper sets out a framework for combining loan-level repayment behaviour with sector and macroeconomic signals into a small set of early-warning indicators, and describes how those indicators can be calibrated when portfolio histories are short.
Read the summary →Recent publications.
Research notes, working papers, data briefs and technical papers.
Fiscal Space Indicators for Small Island StatesEconomic Systems · Algocence Research Desk
October 2026 Working Draft Research Note2026-06Claims Experience and Reserve Adequacy in Caribbean InsurersFinancial Institutions · Algocence Research Desk
October 2026 Working Draft Working Paper2026-01Early-Warning Indicators for Loan Portfolios in Small Financial SystemsDecision Science · Algocence Research Desk
September 2026 Working Draft Research Note2026-04Bond Market Depth in the Caribbean: Measurement IssuesCapital Markets · Algocence Research Desk
September 2026 Working Draft Working Paper2026-02FX Exposure in Small Open Economies: Measurement for Non-Bank FirmsEconomic Systems · Algocence Research Desk
August 2026 Working Draft Research Note2026-03Liquidity Conditions Across Caribbean Credit UnionsFinancial Institutions · Algocence Research Desk
August 2026 In ReviewAlgorithms built for institutional finance.
Each model has a model card covering purpose, inputs, method, validation, limitations and version history.
Delinquency Transition Model
Estimates how loans move between delinquency stages over the next one to three months.
Portfolio Concentration Model
Measures single-name, sector and funding concentration in loan and deposit books.
FX Liquidity Pressure Indicator
A composite indicator of pressure in the foreign-exchange market.
Jamaica Inflation Nowcast
Estimates current-month inflation before official figures are released.
Fiscal Space Indicator
A comparable measure of fiscal room in small island states.
Institution Data Normalizer
Maps financial statements from different institutions and jurisdictions into the Algocence common schema.
Structured regional data.
Fragmented regional information, assembled into documented and versioned datasets.
Caribbean Financial Institutions Registry
A structured registry of regulated financial institutions across the region.
Jamaican Banking System Fundamentals
Balance-sheet and performance data for the Jamaican banking system in a consistent structure.
Caribbean FX Observations
A clean, documented daily series of regional exchange rates and related market data.
Credit Union Sector Indicators
Standardized indicators of credit-union performance, liquidity and asset quality.
Five research programmes, one applied focus.
Each programme combines financial theory with the operational realities of Caribbean institutions.
Financial Institutions
How Caribbean banks, credit unions and insurers take, measure and absorb risk — and what better monitoring would look like.
View programme →2 PROJECTSEconomic Systems
Inflation, exchange rates and public finance in small open economies, measured with the data that actually exists.
View programme →1 PROJECTSCapital Markets
The structure, depth and pricing of regional securities markets, and the information investors are missing.
View programme →1 PROJECTSFinancial Data Infrastructure
Turning fragmented regional financial information into standardized, documented, reusable datasets.
View programme →1 PROJECTSDecision Science
Forecasting, simulation and early-warning methods that help institutions act before problems become losses.
View programme →IN DESIGNCaribbean Financial Resilience Index
A regional composite drawing on all five programmes.
View indices →Research does not end with a paper.
Every programme is expected to move through the same six stages.
Research
Investigate the problem, collect data, test hypotheses.
Models
Develop methodologies and algorithms.
Data
Structure fragmented information into datasets.
Products
Turn models and data into usable tools.
Systems
Combine tools into decision platforms.
Infrastructure
Widely used systems become standards.
How we source data, review work and assign identifiers is set out in our methodology and standards.
How institutions engage with Algocence research.
Commission a Research Programme
Fund Algocence to investigate a defined problem specific to your institution. Partnership enquiry →
Request Early Access to a Working Paper
Review in-progress findings ahead of publication. Request access →
License a Model or Dataset
Use an Algocence model or dataset under a licence agreement. Discuss licensing →
Sponsor a Research Programme
Support ongoing research through the Founder Fund's research track. Research Sponsorship →
Research is the first stage of every system Algocence builds. If you have a problem worth investigating, we want to hear about it.