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KadmoonINC.
Financial Services

Predictive credit risk and collections

A predictive score and a collections ladder built on Azure ML and Power BI, so the team acts on the accounts most likely to slip.

Azure Machine LearningMicrosoft FabricPower BIDAX
Average 12m PD
6.8%
probability predicted by the model
90+ delinquency
4.2%
realized on balance
Active portfolio
$412M
total outstanding balance
Model KS
0.52
monitored at each retraining

Illustrative figures · fictitious client · under NDA

The challenge

A lender managed a large portfolio with a rear-view mirror, seeing delinquency only after it happened, and could not prioritize collections by real risk.

What we built

We built the data foundation, trained a risk model on Azure Machine Learning, and served the score and a collections ladder through Power BI so the team works the highest-risk accounts first.

  • A governed portfolio data model by cohort and aging bucket.
  • A predictive risk score trained on Azure Machine Learning.
  • A Power BI collections ladder that ranks accounts by risk.

Outcomes

  • Collections effort aimed at the accounts most likely to slip.
  • Delinquency seen ahead of time, not after.
  • Portfolio risk visible by cohort and aging bucket.

The dashboard we delivered

Credit Risk · Predictive score and collections laddermart_credito · Azure ML scoringRefreshed 07/08 04:30Illustrative data
Report pages
Filters
Period
Position Aug/2026
Portfolio
All
PD band
All bands
Hierarchy
Portfolio
Cohort
Contract
Portfolio · consolidated
Average 12m PD-0.7 p.p.
6.8%
probability predicted by the model
90+ delinquency-1.1 p.p.
4.2%
realized on balance
Active portfolio+3.4%
$412M
total outstanding balance
Model KSstable
0.52
monitored at each retraining
Gini
0.61
Contracts scored
84.2K
Recovered this month
$12.4M
PSI (drift)
0.03

Delinquency predicted vs realized

The model anticipates by three months what the old ladder only saw later

RealizedPredicted
6.2%5.6%5.0%4.4%
SepOctNovDecJanFebMarAprMayJunJul

Balance at risk by portfolio

Click to open by cohort

Auto financing concentrates 34% of the balance and the widest PD dispersion across cohorts.

Contracts in the slice

Score per contract, with the action the collections ladder triggers

8 of 160 rows
Contract
Cohort
Balance
PD 12m
Aging
Score
Ladder action
CT-8526642Customer 6717 · masked
2025-Q1
$50K
26.3%
1-30
634
Renegotiation offer
CT-8938165Customer 3553 · masked
2025-Q1
$169K
14.3%
61-90
773
Specialized collection
CT-8876158Customer 2201 · masked
2025-Q1
$158K
9.0%
Current
852
Preventive negotiation
CT-8688645Customer 3127 · masked
2025-Q1
$176K
12.6%
1-30
814
Preventive negotiation
CT-8468165Customer 3106 · masked
2025-Q2
$51K
11.5%
1-30
828
Preventive negotiation
CT-8962829Customer 7078 · masked
2025-Q2
$251K
9.6%
1-30
844
Preventive negotiation
CT-8466739Customer 9282 · masked
2025-Q2
$202K
2.3%
Current
938
Automatic SMS
CT-8805621Customer 2179 · masked
2025-Q2
$100K
27.0%
Current
620
Renegotiation offer

Illustrative dashboard with the structure delivered on the project. Client names and figures are fictitious and under NDA.

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