Problem 01
RM coverage spread too thin
Portfolios of 200–400 clients per RM make quarterly review cycles structurally inadequate. Signals decay in days; portfolios are reviewed in months.
Banking & Lending
Know which clients need financing — and can repay it.
For corporate, commercial and alternative lenders coordinating RM, product and credit.
Every relationship manager has more clients than time. Compass continuously enriches the portfolio, ranks it by trigger events, and puts a credit-aware brief in front of the RM before the next call.
The problem
Portfolios of 200–400 clients per RM make quarterly reviews structurally inadequate. Credit deterioration surfaces in audited financials 6–9 months late. Cross-sell lives in slide decks and RM memory instead of firing on live triggers.
Data we integrate
- 01Core banking, CRM & credit systems (Salesforce FSC, nCino, Finastra)
- 02Company registries, filings, audited financials — Companies House, Registro Imprese, InfoCamere, Cerved, D&B
- 03Public triggers — funding rounds, M&A, hiring, court filings, tenders won/lost
- 04Sanctions, PEP, adverse media (multilingual) & ESG feeds
- 05Contracts, term sheets & credit files (PDF) — parsed into structured covenants, maturities, pricing
- 06Market & rate data, sector reports, transaction data (open banking where available)
How we contextualize
- Entity resolution across group, subsidiaries and beneficial owners — one client, one view.
- Trigger-based coverage: ranks the portfolio daily by financing-need probability and repayment capacity.
- Early-warning model that fuses public operational signals 6–9 months ahead of audited financials.
- Cross-sell matching between live client triggers and product-specialist expertise.
- Every recommendation carries evidence, sources and the model version — audit-ready for credit committee and regulator.
What's broken today
The structural problems we solve.
Problem 02
Credit deterioration found in financials
By the time leading indicators show in audited financials, the workout team is already engaged. Hiring contraction, supplier disputes and management churn arrive 6–9 months earlier — in public data.
Problem 03
Cross-sell trapped in slide decks
Product specialists know which clients fit which structures, but matching that expertise to live trigger events depends on RM memory and ad-hoc forwarding.
AI Skills for this industry
Revenue
Account Expansion Scout
Detects upsell and cross-sell signals across the installed base — funding rounds, hiring, product usage — and routes them to the owner.
Run skill
Trade & Supply Chain
Counterparty Network Map
Reveals hidden ownership chains, intermediaries and shared directors across a portfolio of counterparties.
Run skill
Risk & Compliance
Third-Party Due Diligence
Builds an evidence-backed dossier on any counterparty — ownership, litigation, sanctions, adverse media — in minutes instead of days.
Run skill
Investigation
Adverse Media Sweep
Runs multilingual adverse media checks across news, court filings and gazettes — deduplicated, ranked and cited.
Run skill
Risk & Compliance
KYC Refresh
Runs periodic KYC reviews at scale — beneficial owner changes, sanctions updates, adverse media — with a full audit trail per customer.
Run skill
Risk & Compliance
Regulatory Change Monitor
Tracks regulatory updates across jurisdictions, maps them to impacted processes and controls, and drafts change tickets automatically.
Run skill
What you get out
Reports, decks, Excel, dashboards and alerts — ready to ship.
Brief (PDF)
Client coverage brief
One PDF per client and per call: financing need, repayment view, triggers of the last 30 days, cross-sell openings, red flags — with sources.
Dashboard
Portfolio ranking dashboard
RM view of the book ranked by opportunity and by risk, filterable by sector, ticket, product.
Alert
Credit early-warning alerts
‘Client X — hiring contraction, two litigation events, supplier disputes: credit review recommended.’
Deck
Credit committee pack
Auto-built deck: exposure, evidence, scenarios, mitigants, precedent decisions — one click to export.
CRM update
Structured CRM & credit write-back
Triggers, ranks, risk flags and next actions pushed back into CRM and credit workflow.
A concrete case
€40M refinancing spotted 7 months early — before the workout team ever heard the name.
A mid-cap manufacturer had two supplier lawsuits, a 15% hiring cut and a leadership change — all public, none in the bank’s file. Compass fused these signals, ranked the exposure red, generated a credit-aware brief for the RM and a talking-point pack for the product specialist. Refinancing was structured seven months before it would have shown in audited financials.
Order of magnitude
What lending teams see in the first two quarters.
+35%
Qualified financing opportunities per RM
Trigger-based coverage replaces calendar-based reviews.
6–9 mo
Earlier credit deterioration signal
Public operational indicators surface long before audited financials.
2×
Cross-sell briefs delivered per quarter
Product specialists matched to live triggers, not memory.
100%
Recommendations with audit trail
Every action carries the evidence — required by your credit committee, your regulator, and your future self.
How Compass operates
Your weekly banking operating rhythm.
- 01
Portfolio re-ranking
Every Monday, the portfolio is re-ranked by movement: new financing triggers, credit signals, competitive activity over the last 7 days.
- 02
Financing trigger queue
Export contracts, capex announcements, M&A — each routed to the named RM with a structure recommendation pre-drafted.
- 03
Credit early-warning
Operational deterioration signals reach the portfolio review owner with a recommended risk action and a clean evidence pack.
- 04
Wallet expansion review
Monthly view of cross-sell potential across the book — ranked by signal strength, structure fit and product specialist availability.
Outcomes
What changes when you operate with Compass.
- Earlier identification of financing opportunities
- Better early-warning on credit deterioration
- Higher RM productivity through ranked coverage
- Defensible commercial decisions with explainable AI
- Coordinated coverage across RM, product and credit
- Reduced concentration of revenue in a handful of relationships
Common questions
What banking leaders ask us first.
- How is this compatible with credit policy and audit?
- Every recommendation carries a full evidence trail — the signals, the sources, the model version. Compass is designed to be defensible in front of credit committees and regulators.
- Does it replace our credit-rating models?
- No. Compass surfaces leading operational signals and routes them to the right owner; final credit decisions stay in your existing rating and policy framework.
- How do you handle MNPI and confidentiality?
- Compass operates exclusively on public and licensed data plus your own CRM. Sensitive data flows can be permissioned per role, region and entity.
Trust by design
Evidence, explainability, audit — built into every output.
Source-level evidence
Every signal, score and recommendation links back to the underlying record — the email, the filing, the transaction, the document — with the source visible at a click.
Explainable recommendations
No black-box outputs. Each priority states why it was promoted, which signals contributed, which were declassed, and which model version produced it.
Audit trail by default
Signals, model versions, reviewers and actions are logged and reconstructable later — ready for internal control, regulators and your own governance.
Human-in-the-loop
Compass recommends. Authorized people decide. Every consequential action requires a named reviewer who can confirm, override or annotate the reasoning.
See Compass on your sector.
30 minutes. Your accounts, your pipeline, your signals. We'll show you the actions Compass would recommend today.