Sheep.AI Advisory LLP

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Credit-risk model artefacts and macro-scenario datasets for Indian lending markets: cohort-based vintage analyses and rating-migration transition matrices across loan tenors and borrower segments (Retail, SME, Corporate, Microfinance); Probability-of-Default, Loss-Given-Default and Exposure-at-Default model parameters calibrated to Indian portfolio data (Vasicek PD with Pluto-Tache loss-period-deviation adjustments); origination and behavioural scorecards built on weighted-of-evidence binned variables with information-value selection; IndAS 109 / IFRS 9 stage-classification and significant-increase-in-credit-risk trigger sets (days-past-due thresholds, rating migrations, qualitative overlays); forward-looking macro scenario paths built from a quarterly automated ingestion of RBI's Database on Indian Economy (repo rate, headline and core CPI, quarterly GVA/GDP, sectoral Index of Industrial Production, gross NPA ratios for scheduled commercial banks, and UCCS/RCCS district-level survey data); a district-level geography early-warning series tracking decile migration; MCLR benchmark comparisons across Indian banks and NBFCs; and FIMMDA-aligned valuation and IRRBB/ALM liquidity parameters.