Baseline Monitoring & Early-Warning Signals

Run #27Completed

Run of "Baseline Monitoring & Early-Warning Signals" on settled on MANTRA Chain.

This is run 27 of 84 for this blueprint on this asset.

Run at: 2025-11-16 14:32 UTCBlueprint: Baseline Monitoring & Early-Warning Signals (v1.4)Policy bundle: Global Institutional Default

Overall risk: Moderate (63/100)

Alert state: Watchlist – review 2 borrowers this week.

No critical breaches – 2 borrowers flagged for closer review.

Overall Risk

Moderate (63/100)

Aggregated from borrower signals, covenants, and macro overlays for this run.

Data Feeds Used

3 feeds

ACME loan tape, Inveniam NAV, and Diol macro overlay accessed in-place via compute-to-data.

Compute Profile

H100 (shared)

Valdi in US-West, runtime ~18 minutes.

Job Cost

$142.75 USD

Billed in USD at org level; settled in Diol's background as ≈ 137.9 $DIOL (spot FX at run time).

Compliance

Global Institutional Default

US/EU data residency, KYC/KYB enforced, full audit trail available for GC/CCO.

Headline Findings

Plain-language summary for PMs and risk, based on this specific run.

Payment slippage cluster detected

5 loans show 10–20 day delays over the last 2 cycles; pattern concentrated in logistics & transportation borrowers.

Covenant pressure – leverage

3 borrowers moved within 10% of max leverage covenant thresholds; no breaches yet but trend is upward.

Macro overlay – sector headwind

Macro model assigns mild downside bias to US lower-middle market credit over the next 6–9 months.

Portfolio Impact Snapshot

High-level impact metrics for this asset only (illustrative placeholders).

12-Month Default Probability (Model)

3.4%

Up from 2.9% last run on 2025-10-30; mainly driven by logistics borrowers.

Covenant Headroom

~14%

Median distance to key leverage covenants across the book.

NAV Drawdown in Stress

-7.8%

Modeled 95th percentile downside across combined macro + idiosyncratic shocks.