METHODOLOGY WALKTHROUGH: FOR EDUCATIONAL DEMONSTRATION ONLY. NOT INVESTMENT ADVICE.
Ujjivan Small Finance Bank
We track 12 quarters of structural velocity to detect systemic stress that may not yet be reflected in market valuation metrics.
Structural risk reflects underlying balance sheet trends over a multi-quarter window.
Key Engine Signals & Trigger Factors
Primary forensic signals contributing to the 38/100 peak risk score
NIM Stabilization
Net Interest Margins recovering after credit cycle stress.
Asset Quality Trend
GNPA trend is downward over the last 8 quarters.
Capital Adequacy
CRAR remains significantly above regulatory minimums.
Provisioning Load
Legacy conservative provisioning weighting the final score.
Forensic Pillar Evaluation
Status across all 6 core analysis pillars in the sector model.
Historical GNPA stress still dragging on 12Q window.
Liquidity Coverage Ratio exceeds 150%.
Tier-1 capital provides strong structural buffer.
Net Interest Margins showing multi-quarter recovery.
Asset quality better than SFB sector median.
Regulatory compliance & board integrity remains clean.
Key Trigger Signals & Disclosures
Algorithmic trigger conditions and statutory data points.
Pillar 1: Specialized (Banking)
TRIGGEREDGNPA Trajectory Delay
Trigger Condition:
The engine tracks how long asset quality stress stays in the balance sheet. Recovery is being rewarded with a score drop.
Forensic Analysis Takeaway
Key Lesson for Institutional & Public Investors
"Banking risk is concentrated in the specialized asset quality layer (Pillar 1). Superior capital adequacy (Pillar 3) prevents the score from entering the High-Risk band."
Evaluated by Flagium Quantitative EWS Backtest Engine
Monitor 3,000+ Listed Indian Equities for Early Forensic Anomalies
FlagiumAI continuously scans active NSE & BSE quarterly results, XBRL filings, and balance sheet disclosures using these deterministic rule engines.
Explore the Forensic Methodology Behind the EWS Score
Discover how Flagium's 6-pillar framework, 29 forensic flags, sector capacity models, and interaction multipliers quantify balance sheet stress and credit deterioration across Indian equities.