SRT
Intelligence
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Capital Relief Analytics Platform

Identify SRT candidates
before the market does

Systematic monitoring of 66 global banks across US and Europe. A validated, point-in-time scoring model surfaces high-probability Significant Risk Transfer issuers weeks before deals are publicly announced.

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66 banks · FDIC + ECB data · Updated daily

66
Banks Monitored
25
US Institutions
41
European Banks
0.82
Backtest AUC

Three core capabilities

Built specifically for alternative credit investors sourcing SRT transactions in the primary market.

FDIC + ECB Data

Bank Universe Monitoring

Track 66 major global banks across US and Europe. Monitor CET1 ratios, RWA growth, loan book composition, and leverage ratios — updated from FDIC Call Reports and European Pillar 3 filings.

Live Scoring

Population-Split Scoring

A 0–100 SRT likelihood score built on a validated population split: repeat issuers scored by re-issuance timing (how overdue vs their own cadence), first-time candidates by capital-stress fundamentals. Point-in-time backtest AUC ≈ 0.82.

gpt-oss-120b

Investment Memo Generation

Click any bank to generate a structured AI investment memo. gpt-oss-120b analyzes the bank's capital position, identifies the most likely asset class to transfer, estimates deal size, and recommends outreach timing.

How it works

From raw regulatory data to actionable sourcing intelligence

1

Monitor

Daily cron jobs ingest FDIC Call Reports for US banks and ECB filings for European banks. Key capital metrics — CET1 ratios, RWA, loan composition — are stored and updated each quarter.

2

Score

The universe splits in two: repeat issuers are scored by re-issuance timing (overdue vs their own cadence), first-time candidates by capital-stress fundamentals — validated point-in-time out-of-sample.

3

Analyze

Generate AI investment memos on demand. gpt-oss-120b calls four data tools then writes a structured thesis covering asset class, deal sizing, outreach timing, and key risks.

Ready to start sourcing?

Access the full bank universe, score rankings, and AI memo generation from the dashboard.

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SRT Intelligence v0.1-beta