Risk Exposure by Category
Model Performance Metrics
Credit PD Model v3.2
Validated
Tier 1 | Accuracy: 96.8% | PSI: 0.04
Liquidity VaR Model v2.1
Validated
Tier 2 | Accuracy: 92.5% | PSI: 0.08
Fraud Detection ML v4.0
Review Required
Tier 1 | Accuracy: 88.3% | PSI: 0.15
Critical Model Alerts
Large Provisioning Detected
SAR Due: 24hrs
Account: 8847-2934-1847 | Amount: $485,000
Application Scorecard Blip
Immediate Action
Entity: Global Trade Corp | Match Score: 94%
Unusual Collection Case Pattern
Review Required
15 transfers to high-risk jurisdictions
Regulatory Compliance
Basel III Capital Ratio
14.8% ✓
LCR (Liquidity Coverage)
125% ✓
NSFR (Net Stable Funding)
112% ✓
IFRS 9 ECL Coverage
98.5% ✓
KYC Completion Rate
96.8% Verified
Model Alerts & Exceptions
VaR Backtesting Exception
Priority: High
PD Model Drift Detected
Priority: Medium
Model Validation Complete
Status: Passed