Loan-Level Profitability

The challenge. Most profitability systems stop at the product level, because going down to the instrument means too much data and logic too heavy to run regularly. Funding cost, credit cost and shared expenses are allocated on averages, so a cohort can look profitable on paper while it quietly destroys value. By the time anyone sees it, a year of originations is already on the books.

In Vortex. Every loan carries its own profitability waterfall: interest income, transfer-priced funding cost, expected credit loss and allocated operating expenses. Users slice the whole book by FICO, LTV, vintage, geography, program or rate type, find the cohorts below their hurdle rates and drill straight down to the loans driving them. All of it ties back to the general ledger.

Demo specs.

• ~320k loans and a $65.7B portfolio at June 2026; 500k+ loans across 67 months of history
• Transfer pricing per loan off an 11.2M-row daily benchmark curve
• Credit reserves per loan that tie exactly to each product's GL allowance
• Six shared-service expense pools allocated to the loan, reconciled at every level
• 23 analysis attributes, with right-click drill to individual loans