Risk Intelligence Dashboard¶


ID	`MOD-171`
System	SD06
Repo	`bank-risk-platform`
Build status	Deployed
Deployed	Yes
Last commit	`54197c02fff0ca78a988e6140d31778e59f05b46`

The Risk Intelligence Dashboard is the primary human interface for the CRO, CFO, Treasurer, and Risk team to monitor the bank's quantitative risk position across capital, liquidity, interest rate risk, stress testing, and model outputs. It is a Snowflake Streamlit application that reads exclusively from the published views of the SD06 risk modules — all computation stays in its owning module; this dashboard is a read-only aggregation layer.

Why it exists¶

Every SD06 risk module (MOD-032, MOD-033, MOD-035, MOD-039, MOD-086, MOD-098) builds excellent Snowflake models and published views. But the CRO cannot be expected to open Snowsight and write SQL to read LCR numbers before their 8am risk committee meeting. This module converts those views into a board-ready real-time dashboard. The operating principle: every figure the CRO sees in this dashboard is the same figure the models compute — no manual extracts, no spreadsheet intermediaries.

RAF summary¶

The landing page is the Risk Appetite Framework summary. Each configured RAF indicator appears as a gauge or traffic light:

CET1 ratio — from MOD-033 V_CAPITAL_CURRENT; threshold from RAF config table
LCR — from MOD-032 V_LCR_CURRENT
NSFR — from MOD-032 V_NSFR_CURRENT
EVE sensitivity (maximum shock scenario) — from MOD-035 published view
Stress test capital headroom — from MOD-034 when deployed
Related party exposure % — from MOD-147 when deployed
Customer risk concentration — from MOD-039 high-risk segment share

A breach (indicator outside RAF threshold) highlights the card red and was already alerted by the owning module's Snowflake Alert. The dashboard makes the breach visible to the human at the same time.

Each indicator shows a 90-day sparkline. The board risk report is auto-generated monthly from this page's data via a scheduled Snowflake Task.

Capital deep-dive¶

Sourced from MOD-033. Shows CET1, Tier 1, Total Capital, and RWA broken down by exposure class (corporate, retail, sovereign, securitisation). Period-over-period comparison. Each row links back to the V_CAPITAL_BY_PORTFOLIO row via model_run_id — full lineage to individual loan positions if needed.

Liquidity dashboard¶

Sourced from MOD-032. Shows LCR (HQLA, total net cash outflows, ratio) and NSFR (available stable funding, required stable funding, ratio) for the current day and prior 30 days. Intraday exposure overlay when MOD-032's intraday extension is deployed.

IRRBB sensitivity dashboard¶

Sourced from MOD-035. Shows EVE and NII sensitivity under each standard interest rate shock scenario (+200bp, -200bp, +100bp, -100bp, twist, parallel). Scenario comparison chart. Period delta vs. prior month-end. Limit headroom for each scenario.

Risk metrics overview¶

A single page showing three panels: (1) customer risk score distribution histogram from MOD-039; (2) FTP rate table by product / tenor from MOD-086; (3) cost allocation pie by system domain from MOD-098. Each panel has a "drill down" link to the owning module's own Streamlit page for further detail.

Architecture¶

Pure Streamlit — no DCM tables, no Lambdas, no dbt models. The module deploys a single Streamlit object (RISK_INTELLIGENCE.STREAMLIT_RISK_DASHBOARD) into a new RISK_INTELLIGENCE schema in BANK_{ENV}_RISK. Cross-schema SELECT grants on each source module's published views are required (same pattern as ADR-064 published view contracts applied to Snowflake cross-schema reads). Each source module's migration must grant SELECT on its published views to RISK_INTELLIGENCE_ROLE.

SSM outputs: /bank/{env}/risk-platform/risk-intelligence/streamlit-url — the Streamlit app URL for use in the portal navigation and internal dashboards.

Module dependencies¶

Depends on¶

Module	Title	Required?	Contract	Reason
MOD-032	LCR / NSFR calculator	Required	—	LCR and NSFR published views are the primary data source for the liquidity dashboard page (FR-811).
MOD-033	RWA & capital ratio engine	Required	—	Capital adequacy published views (V_CAPITAL_CURRENT, V_CAPITAL_BY_PORTFOLIO) are the primary data source for the capital deep-dive page (FR-810).
MOD-034	Stress testing scenario engine	Optional	—	Stress test scenario results are shown in the RAF summary and IRRBB page when MOD-034 is deployed.
MOD-035	IRRBB / EVE / NII model	Required	—	IRRBB EVE and NII sensitivity published views are the primary data source for the IRRBB sensitivity page (FR-812).
MOD-039	Customer risk score model	Required	—	Customer risk score distribution published view is displayed in the risk metrics overview (FR-813).
MOD-085	Market rates ingestion & normalisation	Optional	—	Market rates published view provides context for the IRRBB page when deployed.
MOD-086	Funds transfer pricing engine	Required	—	FTP rate table by product and tenor is displayed in the risk metrics overview (FR-813).
MOD-098	Cost attribution engine	Required	—	Cost attribution by system domain is displayed in the risk metrics overview (FR-813).
MOD-102	Snowflake account configuration & governance	Required	—	Snowflake account, RISK database, and governance provisioned by MOD-102 must exist before this module can create its Streamlit app and read published views.
MOD-104	AWS shared infrastructure bootstrap	Required	—	AWS shared infrastructure required before this module can be deployed.

Required by¶

Module	Title	As	Contract
MOD-032	LCR / NSFR calculator	Hard dependency	—
MOD-033	RWA & capital ratio engine	Hard dependency	—
MOD-035	IRRBB / EVE / NII model	Hard dependency	—
MOD-039	Customer risk score model	Hard dependency	—
MOD-085	Market rates ingestion & normalisation	Hard dependency	—
MOD-086	Funds transfer pricing engine	Hard dependency	—
MOD-098	Cost attribution engine	Hard dependency	—
MOD-177	SD06 risk dashboard renderer	Hard dependency	—

Policies satisfied¶

Policy	Title	Mode	How
GOV-002	Risk Appetite Statement Policy	`CALC`	The RAF summary page continuously computes all configured risk appetite indicators (CET1, LCR, NSFR, EVE, stress headroom, related party exposure) from SD06 published views and displays them against board-approved thresholds — the dashboard IS the Risk Appetite Framework reporting required by GOV-002.
REP-002	Prudential Reporting Policy	`LOG`	Every metric shown in the dashboard is sourced from a published view with full model_run_id lineage, satisfying the prudential reporting data lineage LOG requirement — no figure is computed outside its owning module.
DT-005	Model Risk Management Policy	`LOG`	Model performance indicators (accuracy, PSI, drift alerts) for all deployed SD06 quantitative models are surfaced in the risk metrics overview, maintaining the model inventory and monitoring visibility required by DT-005.

Capabilities satisfied¶

(No capabilities mapped)

Part of SD06 — Snowflake Analytics & Risk Platform Compiled 2026-05-22 from source/entities/modules/MOD-171.yaml