Dynamic Debt Covenant Surveillance Engine

Translating credit agreements into programmatic surveillance models

AST-safe covenant monitoring engine for private credit. Flags leverage breaches, runs macro shock sensitivity matrices, and simulates cross-default cascade propagation before technical default — using live SEC 10-K/10-Q financials.

Python · NetworkX · yfinance AST-safe evaluator Cross-default cascade (BFS) Macro shock matrix Trend erosion detection
Portfolio — 9 companies monitored click any card to drill down

Covenant compliance

NLR vs ICR — 8-quarter trend

Net leverage ratio — threshold overlay
Interest coverage ratio
NLR macro shock sensitivity matrix

Blue = base case  ·  Green = headroom intact  ·  Amber = within 10% of ceiling  ·  Red = covenant breach

Cross-default cascade simulation

Debt-at-risk breakdown

Trend erosion detector — quarters to breach