Counterparty Credit Risk Early Warning

Production

Fuses Bloomberg news sentiment and CDS quotes into a CS01 deterioration signal; a monitor and a risk-officer gate escalate watchlist names.

ccr-ews Middle office Anja Kowalski Credit Trading desk

Stage 1 Draft

Stage 2 Tech standards

Stage 3 Business risk

Stage 4 Approved

Stage 5 Production

The current version as a directed acyclic graph — data flows left to right, edges show the order nodes run in.

6 nodes 5 edges

MCP call Bloomberg News news

MCP call CDS Quote cds

Risk calc CS01 cs01

Risk monitor Deterioration Monitor mon

Human in loop Risk Officer Review hitl

Output Early-Warning Alert out

Node types in this graph

Sources

Bring data in

Data source MCP call NLP extract

Transforms

Price, compute, reshape

Transform Pricing Risk calc Stress test Tokenize

Logic

Validate and branch

Validation Decision

Controls

Halt for a human or a breach

Human in loop Risk monitor

Outputs

Emit, settle, notify

Settle on-chain API response Notification Output

Every version this app has carried, newest first. A new version is a fresh DRAFT until it clears governance.

Version	Status	Nodes	Author	Created	Submitted	Approved
v1 current	Production	6	Anja Kowalski	14 Jun 2026	03 Jun 2026	10 Jul 2026