LiquiLens, the Failure Radar

Failure early warning for banks, NBFCs and microlenders, with the validated record served beside every claim: PD paths, RBI action-zone distance, funding…

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What it can do

Failure Radar Board: Read the live Failure Radar board for India: one row per institution with a fresh vetted dossier — banks, small finance banks, co-operative banks, NBFCs, MFIs and HFCs. Each row c
Failure Radar Institution: Read the full radar dossier for one Indian institution: per-quarter score and failure-PD trajectory with named drivers, RBI PCA/SAF headroom history, the funding-fragility r
Evidence Markets: Read the validation record's headline for each market: India (48-institution point-in-time backtest), United States (industry-wide watchlist backtest over 552 failures), and Europe (

What data it sees

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Failure early warning for banks, NBFCs and microlenders, with the validated record served beside every claim: PD paths, RBI action-zone distance, funding fragility, and validation records across India, the US and Europe (SVB, Credit Suisse, the 48-institution Indian replay). Screens, not ratings. Research, not investment advice.

Server tool list (13)

Raw names from tools/list. Only developers need these.

failure_radar_board	Read the live Failure Radar board for India: one row per institution with a fresh vetted dossier — banks, small finance banks, co-operative banks, NBFCs, MFIs and HFCs. Each row carries a corpus-calibrated failure PD term structure (12/24/36 months), a disclosure score, RBI PCA/SAF action-zone status, a funding-fragility index, market-implied distance-to-default for listed names, and a watchlist tier assigned under a published rule. Takes no arguments. Call this first to discover institution slugs, then failure_radar_institution for one name's full dossier. Outputs are research screens, not credit ratings.
failure_radar_institution	Read the full radar dossier for one Indian institution: per-quarter score and failure-PD trajectory with named drivers, RBI PCA/SAF headroom history, the funding-fragility read, forensic-screen evidence, and the market reading for listed names. Call failure_radar_board first to discover valid slugs; an institution without a vetted dossier is reported absent, never scored from memory.
evidence_markets	Read the validation record's headline for each market: India (48-institution point-in-time backtest), United States (industry-wide watchlist backtest over 552 failures), and Europe (named audited case files, deliberately no cohort claim). Takes no arguments. Start here when asked whether LiquiLens is validated, then drill into evidence_india, evidence_us or evidence_europe for the full record behind each headline.
evidence_india	Read the full Indian crisis record: 48 institutions replayed point-in-time from vetted public filings across two decades, with per-institution verdicts, lead times in months, uncertainty intervals and the rigor artifacts — misses and false alarms included, never trimmed. Takes no arguments. Use evidence_institution for one institution's complete replay.
evidence_institution	Read one Indian institution's complete point-in-time crisis replay from the 48-institution validation record: the scored quarterly trajectory, the sourced dossier rows behind each score, first-alert bookkeeping (when each lens first fired relative to the failure), and the plain verdict line — hit, miss or false alarm. Call evidence_india first to list the replayed institutions and their slugs.
evidence_us	Read the US bank validation record: every FDIC-insured bank scored quarterly from free call-report data, replayed against all 552 receivership failures since 2008 — recall 72.8% at a 21.7-month median lead, AUC 0.854. Includes the marquee replays (SVB, Signature, First Republic, both 2026 catches), the fraud-driven miss kept in full view, and the seven named 2023-2026 misses, published the week they failed; the 2026 scoreboard reads 2 of 4 flagged a year early. Read the semantics before quoting: the flag is a budgeted watchlist (top decile per quarter), not an institution-level verdict, so report the budget beside the recall and the misses beside the hits.
evidence_europe	Read the seven European case files replayed point-in-time through the unrecalibrated Indian lenses: Credit Suisse, Banco Popular, Northern Rock and Banco Espirito Santo (failed); Deutsche Bank and Monte dei Paschi (stressed survivors); UBS (control). Every figure is audited against the primary filing it cites. Without arguments, returns all seven verdict summaries; pass slug for one full case file with its per-quarter table. These are case studies with citations, deliberately not a cohort — there is no European recall percentage to quote.
universe_search	Search the RBI's official register of NBFCs (9,000+ entries) by name or CIN substring, optionally filtered by RBI classification and Scale Based Regulation layer. Returns matching register rows verbatim from the public record: official name, CIN, classification and layer. Give at least one of q, classification or layer; an empty q with a filter browses that whole slice.
rbi_supervisory_tape	Read the latest RBI enforcement and supervisory actions — monetary penalties, licence cancellations and supervisory directions — parsed from rbi.org.in press releases, newest first, each item carrying the RBI's own source URL. Takes no arguments. When no tape snapshot exists on the deployment, says so in a stated note instead of returning silent emptiness.
verify_published_record	Independently verify the as-published record for a ledger stream: recompute the hash-chained point-in-time commitments, check signatures and anchors where enabled, server-side, and return the verifier's verdict verbatim — even when unflattering; that is the point. Use this to check whether the published early-warning track record is tamper-evident and intact.
corporate_transmission_board	Answers ONE question: whether FUNDING stress is reaching nonfinancial FIRMS — not banks (failure_radar_board), not households (household_credit_board), not money-market plumbing (the Seiche sibling server). Read the Corporate Transmission board for the US basin: is funding stress reaching nonfinancial firms? Channels from free public data (FRED keyless, AOUSC bankruptcy filings): the nonfinancial CP market (spread over bills + the book failing to roll), bank credit lines (C&I revolver drawdown + SLOOS standards tightening), the real-economy confirmation (claims, capex orders, inventories, openings, business bankruptcies), and a balance-sheet context channel capped at WATCH. Serves a TRANSMISSION verdict (counted co-occurrence of the funding and real sides) and a divergence read against the sibling bond board's served regime. Channels that cannot be read are listed in cannot_see, never reported as calm. Display-only: feeds no institution score and no watchlist tier. Returns ~4KB slim by default; pass full:true for thresholds, per-leg basis and method prose.
household_credit_board	Answers ONE question: whether stress is reaching US HOUSEHOLD balance sheets — not firms (corporate_transmission_board), not banks (failure_radar_board), not money-market plumbing (the Seiche sibling server). Read the Household Credit board: is stress transmitting through US household balance sheets? From free public data (FRED keyless): Fed quarterly delinquency and charge-off legs (card, consumer, mortgage, card charge-offs — level vs each leg's own trailing decade AND the yoy direction; falling never scores), G.19 revolving-credit velocity (two-sided — both tails historically meant stress), and the debt-service ratio as unscored context. The transmission thesis runs household -> corporate -> institution: this board confirms what the funding boards lead. Channels that cannot be read are listed in cannot_see, never reported as calm. Display-only: feeds no institution score and no watchlist tier. Returns ~4KB slim by default; pass full:true for thresholds, method prose and full sparklines.
forward_odds	Read the Markov forward odds for every state-bearing public-signal layer: the daily CALM/WATCH/ALARM state chain counted into a transition matrix, plus empirical k-day reach odds from today's state ('given today's WATCH, historical odds of ALARM within 5/20 days'). Counted, never fitted. The withhold discipline is the point: odds are withheld until a layer has 60 observed days, and the accrued count is stated — absence is never precision. Takes no arguments. Display-only context, never a state driver.