Family C · Managing risk and compliance
MeshFin Assess
Credit risk, models and portfolio monitoring
Exposures, concentrations, grades and arrears watched daily with the movements explained; expected credit loss stages and overlays run from the policy and reconciled to the ledger; the model inventory kept with validation evidence; and provisions, models and limits decided by the people the policy names.
MeshFin Assess (MF-19), the service for credit risk, models and portfolio monitoring, is one of the twenty-four MeshFin services, in the "Managing risk and compliance" family, which follows the BIAN Risk and Compliance business area. It covers the BIAN service domains Credit Risk Models, Economic Capital, Customer Credit Rating, Credit and Margin Management, Customer Portfolio and Product Portfolio in whole or in part. Exposures, concentrations, grades and arrears watched daily with the movements explained; expected credit loss stages and overlays run from the policy and reconciled to the ledger; the model inventory kept with validation evidence; and provisions, models and limits decided by the people the policy names. It replaces portfolio reporting spreadsheets, model inventory in documents, provisioning model offline and stress testing on request. AI agents carry the work end to end; a named person takes every decision with legal or financial effect on a customer, the balance sheet or a regulatory obligation. It is core for a universal and retail bank, core for a mutual and community bank, core for a non-bank lender and fintech.
BIAN service domains this service covers
In the BIAN Risk and Compliance business area of the Service Landscape 14.0, in whole or in part. Lay this over your own BIAN map to see what MeshFin Assess covers and what stays. BIAN has not reviewed or endorsed MeshFin.
- Credit Risk Models
- Economic Capital
- Customer Credit Rating
- Credit and Margin Management
- Customer Portfolio
- Product Portfolio
What it replaces
- Portfolio reporting spreadsheets
- Model inventory in documents
- Provisioning model offline
- Stress testing on request
What it reacts to
- Risk grade moves
- Arrears trend changes
- Concentration limit approached
- Macro overlay changes
- Model validation due
- Provision run
The agents that carry it
Portfolio agent
Monitors exposures, concentrations, grades and arrears daily and explains the movements against the drivers.
Provisioning agent
Runs the expected credit loss stages and overlays from the policy, reconciles to the ledger and cites every assumption.
Model agent
Keeps the model inventory, monitors performance, schedules validation and prepares the validation evidence.
Stress agent
Runs the stress scenarios on demand and drafts the results with the assumptions beside them.
Where a person decides
No decision with legal or financial effect on a customer, the balance sheet or a regulatory obligation is taken by an agent alone. In MeshFin Assess, these decisions are held for a named person, with the agent's evidence and recommendation attached.
| Decision | Who decides | Why a person |
|---|---|---|
| Approval of provisions and overlays | Chief risk officer or credit committee | Financial statements |
| Model approval and change | Model risk committee delegate | Model risk policy |
| Limit change | Board delegate | Risk appetite |
Records it writes
Portfolio report · Provision calculation · Model validation record · Limit decision
Before MeshFin: the baseline this service is measured against
Illustrative figures for a mid-sized institution on the systems the service replaces. Sample data, not a customer's. A live service reports what its agents are doing instead.
Models in inventory
74
Validated on schedule
69%
today
Provision run
8 days
each period today
Concentration breaches found
monthly
today, after the fact
Institutions: core for a universal and retail bank, core for a mutual and community bank, core for a non-bank lender and fintech. Universal and retail bank ● · Mutual and community bank ● · Non-bank lender and fintech ●.
Questions banks ask about MeshFin Assess
- What does MeshFin Assess do?
- MeshFin Assess is the MeshFin service for credit risk, models and portfolio monitoring. Exposures, concentrations, grades and arrears watched daily with the movements explained; expected credit loss stages and overlays run from the policy and reconciled to the ledger; the model inventory kept with validation evidence; and provisions, models and limits decided by the people the policy names. It reacts to events such as risk grade moves, arrears trend changes and concentration limit approached, and writes portfolio report, provision calculation, model validation record and limit decision as records.
- Which BIAN service domains does MeshFin Assess cover?
- Credit Risk Models, Economic Capital, Customer Credit Rating, Credit and Margin Management, Customer Portfolio and Product Portfolio, in the BIAN Risk and Compliance business area, in whole or in part. The mapping is to the published BIAN Service Landscape; BIAN has not reviewed or endorsed MeshFin.
- What systems does MeshFin Assess replace?
- Portfolio reporting spreadsheets, Model inventory in documents, Provisioning model offline and Stress testing on request. Because the service runs on the MeshFin platform, the licence, integration and upgrade costs of those systems retire with them.
- What do the AI agents do in credit risk, models and portfolio monitoring?
- The portfolio agent monitors exposures, concentrations, grades and arrears daily and explains the movements against the drivers. The provisioning agent runs the expected credit loss stages and overlays from the policy, reconciles to the ledger and cites every assumption. The model agent keeps the model inventory, monitors performance, schedules validation and prepares the validation evidence. The stress agent runs the stress scenarios on demand and drafts the results with the assumptions beside them.
- Which decisions does a person still take?
- Agents never take a decision with legal or financial effect on a customer, the balance sheet or a regulatory obligation. In MeshFin Assess, a person decides approval of provisions and overlays (chief risk officer or credit committee), model approval and change (model risk committee delegate) and limit change (board delegate). The record shows who decided, why, on what evidence and under which delegation.