Liquidity & Maturity Early-Warning · Wisdom notebook
Ask the follow-up.
Agentic conversational BI · from the week's maturity-wall flag, down to today's tranche
A big slice is maturing soon — which region, and how much?
RKRolled the 30-day maturity concentration up to weekly by region and scored each against its seasonal band.
It's one region — the Southeast — where the share of the book maturing inside 30 days has climbed well above its norm:
Is that wall scheduled or distress — which tenor carries it?
RKChecked the premature-break rate on the slice (distress would spike it) and split the 30-day wall by tenor.
It's scheduled, not distress — the break rate is flat — and the long-tenure book carries most of the wall:
Southeast 30-day wall by tenor
Long-tenure is about two-thirds of the wall; the flat premature-break rate confirms these are scheduled maturities coming due, not customers breaking early.
Today's Southeast tranche came due — how much renewed versus walked?
RKPulled today's matured principal on the Southeast slice and split it into renewed vs walked, against the daily norm.
Today's tranche renewed below its norm — about a quarter walked — so the plan pre-funds the rest of the wall:
About a quarter walked today versus a normal ~15% — the wall is starting to pull money out as it settles. Pre-fund the remaining long-tenure tranche and put a targeted renewal offer on it before the rest comes due.