Risk Analysis

Analyze correlations between macroeconomic indicators and credit risk metrics. Understand how economic variables drive charge-off and delinquency rates with configurable lag structures.

Charge-off Rate

Percentage of receivables written off as uncollectible. Key indicator of credit losses and portfolio quality.

Typical Range: 2% - 8%

Delinquency Rate

Percentage of accounts past due. Early warning signal for future charge-offs and credit deterioration.

Typical Range: 1% - 5%

Period Correlations

Analyze how FRED variables correlate with risk metrics across Pre-Pandemic, Pandemic, and Post-Pandemic periods.

Stress Scenarios

Build multi-variable scenarios to project risk impact. Test how economic shocks affect charge-off and delinquency rates.

Company Comparison

Compare macro sensitivity, response timing, and risk behavior divergence across institutions.

Risk Monitor

Real-time monitoring dashboard with alerts, predictions, and macro environment tracking.