Kubrainn symbol Kubrainn

Regulens

Regulatory & portfolio intelligence with early-warning signals

Structured Long-Context

Overview

AI-powered regulatory reporting and portfolio risk monitoring

5-Module Regulatory Framework

  • ✓ CRAR Monitoring: Capital adequacy ratio tracking (Basel III)
  • ✓ ALM Dashboard: Asset-liability maturity bucket analysis
  • ✓ NPA Tracker: Non-performing assets with aging cohorts
  • ✓ Early Warning: Predictive signals for portfolio stress
  • ✓ Regulatory Reports: RBI returns automation (NBS-7, ALM-1, etc.)

Key Features

  • ✓ ALM Stress Tester: Simulate rate shocks on maturity buckets
  • ✓ Long-Context Engine: Process 500K+ token portfolio data
  • ✓ D3 Heatmaps: Visualize NPA aging, ALM gaps, CRAR trends
  • ✓ Early Warning: 30-day predictive alerts for portfolio stress
  • ✓ RBI Returns: Auto-generate NBS-7, ALM-1, CRAR statements
  • ✓ Audit Trails: Timestamped, immutable logs for compliance
200-350%
Annual ROI
80%
Time Saved
30-Day
Early Warning
500K
Token Context

Tech Stack

Long-context + structured engines for portfolio analysis

Technology Architecture

Long-Context Engine
  • Process 500K+ token portfolio data
  • Full loan-level detail analysis
  • Multi-quarter trend detection
  • Contextual anomaly flagging
Structured Engine
  • CRAR calculation (Basel III formula)
  • ALM bucket classification (1-30D, 31-90D, etc.)
  • NPA aging cohort tracking
  • Regulatory report generation (JSON → PDF)
Visualization
  • D3 Heatmap: ALM maturity gaps
  • Treemap: Portfolio segmentation
  • Sparklines: CRAR trends (12 quarters)
  • Alerts: Early warning dashboard

Data Flow

End-to-end regulatory intelligence pipeline

Regulatory Analysis Pipeline
flowchart LR A[Portfolio Data] --> B[Long-Context Engine] B --> C{Analysis Modules} C --> D[CRAR Module] C --> E[ALM Module] C --> F[NPA Module] C --> G[Early Warning] D --> H[Structured Engine] E --> H F --> H H --> I[Reports] G --> J[Alerts] I --> K[RBI Returns] J --> L[Dashboard] style B fill:#F59E0B style H fill:#31E6FF style G fill:#E10600

Dashboard Modules

Real-time portfolio monitoring and compliance

Dashboard Architecture
sequenceDiagram participant User as Risk Manager participant Dashboard participant CRAR participant ALM participant NPA participant EWS as Early Warning User->>Dashboard: Request portfolio view Dashboard->>CRAR: Fetch capital adequacy CRAR-->>Dashboard: 18.5% (Above 15% minimum) Dashboard->>ALM: Fetch maturity gaps ALM-->>Dashboard: Heatmap data Dashboard->>NPA: Fetch aging cohorts NPA-->>Dashboard: 2.8% gross NPA Dashboard->>EWS: Check alerts EWS-->>Dashboard: 3 warnings Dashboard-->>User: Integrated view

Dashboard Components

  • CRAR Monitor: Real-time capital adequacy with 12-quarter trend, Basel III Tier-1/Tier-2 breakdown
  • ALM Heatmap: Asset-liability maturity buckets (1-30D, 31-90D, 91-180D, etc.) with gap analysis
  • NPA Tracker: Gross/Net NPA, aging cohorts (30-60 DPD, 61-90 DPD, 90+ DPD), coverage ratio
  • Early Warning: Predictive alerts for portfolio stress (concentration risk, sector downturn, liquidity squeeze)
  • RBI Returns: Auto-generated NBS-7 (balance sheet), ALM-1 (maturity ladder), CRAR statements

Benefits

For NBFCs and regulators

NBFC Gains

  • 200-350% annual ROI
  • 80% time saved on regulatory reporting
  • 30-day early warning for portfolio stress
  • Automated RBI returns (NBS-7, ALM-1, CRAR)
  • Real-time CRAR monitoring (avoid breaches)
  • Audit-ready trails with timestamped logs

Regulatory Compliance

  • Basel III capital adequacy (CRAR ≥ 15%)
  • RBI ALM guidelines (maturity ladder)
  • NPA provisioning (90+ DPD classification)
  • Early warning signals (concentration risk)
  • Audit trails for RBI inspections
  • Automated report submission (no manual errors)

Interactive Demos

Explore ALM stress testing in real-time

ALM Stress Tester

Simulate interest rate shocks on maturity buckets to assess liquidity risk

Maturity Gap (Assets - Liabilities)
Liquidity Risk: MODERATE
Gap 1-30D: -100 Cr
Gap 31-90D: +100 Cr
Rate Impact: 0 Cr
Guidance:
Short-term liquidity gap detected. Consider increasing short-term assets or reducing short-term liabilities.
View JSON Output 
{
  "rate_shock_pct": 0,
  "buckets": {
    "1-30D": { "assets": 500, "liabilities": 600, "gap": -100 },
    "31-90D": { "assets": 800, "liabilities": 700, "gap": 100 }
  },
  "liquidity_risk": "MODERATE",
  "rate_impact": 0,
  "guidance": "Short-term liquidity gap detected."
}

Mode: MOCK

Toggle between offline simulations (MOCK) and live API calls (LIVE)

FAQ

What is CRAR and why is it important?
CRAR (Capital to Risk-Weighted Assets Ratio) measures a bank/NBFC's capital adequacy per Basel III. RBI mandates CRAR ≥ 15%. Regulens monitors CRAR in real-time, calculates Tier-1 and Tier-2 capital, and alerts if CRAR approaches minimum threshold to avoid regulatory penalties.
How does ALM stress testing work?
ALM (Asset-Liability Management) stress testing simulates interest rate shocks on maturity buckets. For example: +2% rate shock reduces short-term asset values but increases liability costs, widening the maturity gap. Regulens calculates impact on net interest margin and flags liquidity risks.
What are early warning signals?
Regulens detects portfolio stress 30 days in advance by analyzing: (1) Sector concentration (e.g., 50% exposure to real estate), (2) Cohort deterioration (DPD 0-30 bucket growing), (3) CRAR trending toward minimum, (4) ALM gaps widening. Alerts enable proactive risk mitigation.
Which RBI returns are auto-generated?
Regulens auto-generates: NBS-7 (balance sheet statement), ALM-1 (maturity ladder for assets and liabilities), CRAR statements (Tier-1/Tier-2 capital), and NPA reports (gross/net NPA, provisioning). All outputs are JSON-to-PDF with audit trails for RBI submission.
How large a portfolio can Regulens handle?
Regulens uses Long-Context engine (500K+ tokens) to process full loan-level portfolio data. Typical NBFC portfolios of 50,000-100,000 loans are analyzed in < 5 seconds. Multi-quarter trend analysis (12 quarters) is supported for time-series regulatory reporting.
Is Regulens Basel III compliant?
Yes. Regulens implements Basel III capital adequacy formulas (CRAR = [Tier-1 + Tier-2] / RWA), follows RBI's risk weight tables for different asset classes, and tracks Tier-1/Tier-2 ratios. All calculations are auditable and match RBI's prescribed methodology.
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