The loan book you can actually see, cohort by cohort.
Most lender leadership teams cannot answer 'what is the true unit economics of the loans we originated in April, by channel, product and cohort' inside a quarter. We build the loan book intelligence layer that answers it inside a coffee.
Why leadership cannot answer basic loan-book questions.
Ask most mid-sized lender leadership teams for cohort-level unit economics — origination cost, funding cost, expected loss, servicing cost, prepayment behaviour, actual vs expected — broken down by channel, product and cohort, and you'll get a spreadsheet in 6 weeks. Ask for the same view live and you'll get silence. Ask for the IFRS 9 ECL update against last-month's cohort assumptions and you'll get a different silence.
The lenders that have built a proper loan-book intelligence layer — cohort-level, live, cohort-tagged from origination through to settlement — have transformed their capital-allocation decisions. Forward-flow deals become negotiable on evidence, not on the buyer's counter-model. IFRS 9 becomes a quarterly board conversation on real numbers, not a Feb-and-Aug audit scramble. Cost-of-funds attribution becomes a live lever, not an accounting exercise.
What good loan book intelligence looks like in 2026.
A firm-owned intelligence layer above your LMS and finance stack. It should produce:
- Cohort-level unit economics — origination cost, funding cost, expected loss, servicing cost, prepayment, actual vs expected — live per channel, product and cohort.
- IFRS 9 ECL modelling with defensible assumptions, updated on the current book, with an audit-ready evidence base.
- Cost-of-funds attribution across your funding stack (warehouse lines, forward-flow, securitisation, retail deposit) at cohort level.
- Forward-flow buyer analytics — what the buyer's model would pay, what the cohort actually contains, where the price discovery gap sits.
- Portfolio scenario planning — 'what happens to ECL and P&L if BoE +50bps, unemployment +100bps, average LTV +5pts'.
What KJ Capital ships.
A bespoke loan-book intelligence layer that sits above your LMS, your finance system and your credit brain. We deliver:
- A unified cohort dataset stitched from origination, servicing, collections and finance.
- A live cohort-P&L view broken down by channel, product and vintage.
- An IFRS 9 ECL model with defensible assumptions and audit-ready documentation.
- Cost-of-funds attribution across your funding stack.
- A forward-flow buyer analytics surface and a scenario planning tool for the risk and finance committees.
What lenders actually see after go-live.
What buyers ask us about this build.
Q01Do you replace our BI tool (Tableau, Looker, PowerBI)?+
Q02How does this integrate with our finance system?+
Q03Can this support securitisation reporting?+
Q04How defensible is the IFRS 9 model to the auditor?+
Q05Price?+
What lenders ship alongside this one.
AI credit decisioning
Credit decisioning is the single most defensible AI investment a lender makes. We build firm-specific scorecards that combine open banking, bureau, alt-data and application signals — with explainable adverse-action notices, live A/B champion-challenger, and full audit trail for the FCA and your risk committee.
Collections & arrears
The best collections shop is the one that never has to collect. We build pre-arrears signal engines, Consumer Duty-safe outreach, forbearance and restructure workflows, and vulnerable-customer handling that FCA supervisors respect and roll rates rebel against.
Servicing & payments
The average lender is spending £30–£80 per active loan per year on servicing. Most of that is repeat DD failures, mid-term changes, restructure requests and payment-date queries — every one of which is automatable. We build the servicing brain that turns the call centre into an exception desk.