Finance Analytics Dashboard

Executive Summary

Key performance indicators and 30-second decision brief

Current Market Regime: Low Volatility

Bull phase · 47 days · Based on GARCH regime switching

DTI Beats FICO for High-Score Borrowers

Among 720+ FICO borrowers, DTI ratio explains ~38% of default variance. FICO-only screening misses this risk entirely.

Stagflation Hits Harder Than Recession

Grade G PD multiplier reaches 2.4x under stagflation vs 2.1x for severe recession. Floating-rate exposure amplifies rate shocks.

Parametric VaR Understates Tail Risk

GARCH(1,1) conditional volatility forecasts outperform rolling-window estimates with 15% lower out-of-sample RMSE. Switch to conditional VaR.

1,123automated tests · 18analysis modules · 11SQL query templates · 13 Jupyter notebooks