Sentry
Delinquency has a shape. See it early.
Continuous portfolio monitoring that watches cash flows, sector stress and behavioural signals to flag accounts drifting toward default months before the DPD bucket moves.
90 days
Warning lead time
Daily
Portfolio rescore
-31%
Roll-forward rate
Worked example
Portfolio watch — 128,400 live accounts
Repayment history, account behaviour signals, sector data · run nightly
Book
₹4,120 Cr across 128,400 accounts
Current 90+ DPD
2.4%
Segments
MSME 61%, LAP 22%, personal 17%
Run
Nightly, full book
Run log
- Score behaviour
Every account scored on 41 behavioural signals — not just days past due.
- Detect shape changes
Partial payments, mandate retries and utilisation spikes flagged before the first missed EMI.
- Overlay sector stress
Sector and geography stress layered on; 2 clusters identified.
- Recommend cures
Each flagged account matched to the intervention that worked on similar accounts.
- Build provisioning pack
ECL staging refreshed with the new PD curve and the evidence behind each move.
Output
Press run to work this example end to end. Everything below is produced from the input above — sample data, real output shape: ews flags, cure recommendations, provisioning pack.
Early-warning engine
Account-level risk drift scored daily against behavioural and macro inputs.
Cure playbooks
Recommended restructure, top-up or intervention per account with expected recovery.
Regulatory pack
Provisioning and asset classification reporting assembled automatically.
Takes in
- Repayment history
- Account behaviour
- Sector data
Hands back
- EWS flags
- Cure recommendations
- Provisioning pack