Model card
- Purpose
- Show where a portfolio depends too heavily on a small number of borrowers, sectors or funders.
- Inputs
- Exposure by borrower or group
- Sector classification
- Deposit and funding sources
- Method
- Concentration indices with a granularity adjustment for small portfolios, reported by name, sector and funding source.
- Outputs
- Concentration scores by dimension
- Largest contributors to concentration
- Change over time
- Validation
- Methodology reviewed internally; validation on institutional data planned.
- Limitations
- Sector classifications differ between institutions and must be mapped first.
- Related-party links require institution input.
Version history
- v0.2August 2026Prototype with funding-concentration module.
- v0.1May 2026Specification.