Tool 04 — Portfolio Risk Estimator

Model your portfolio before the lender does.

For institutional borrowers and fund managers: input practice area mix, jurisdiction spread, and duration to receive a structured risk scorecard across four dimensions — calibrated against our outcome model fleet.

Practice Area Mix
90% assigned · 10% other
Personal InjuryPI, MVA, premises
45%
Commercial Litigationcontract, fraud, business torts
20%
Mass Tortpharma, MDL, class action
15%
EmploymentFLSA, discrimination, wrongful term
10%
PICommercialMass TortEmploymentOther
Jurisdiction Distribution
Federal CourtsUSDC, circuit courts
40%
Top-5 State CourtsCA, NY, TX, FL, IL
40%
Other States20%
Portfolio Characteristics
Average Durationweighted by capital deployed
30 months
Portfolio Size
$50M
Overall Risk Rating
Moderate
composite score 4/12 · $50.0M portfolio
Duration RiskModerate
Concentration RiskModerate
Correlation RiskModerate

Diversified practice area mix limits correlated loss scenarios.

Jurisdiction RiskModerate

Federal and top-5 state concentration supports high model coverage.

Calibration Notes

Portfolio mix is within standard parameters for institutional underwriting. No material concentration flags identified.

Risk model uses Wave L portfolio correlation coefficients calibrated on 106M+ court records. Scores are directional — not a commitment or guarantee of underwriting terms.

Model Infrastructure
Wave L
Portfolio Correlation · 105 production models

The risk scores in this tool draw from Wave L — Criterica Intelligence's portfolio correlation model layer. Wave L models are trained on 106M+ court records and produce sector correlation coefficients, stress test parameters, and joint loss probability estimates across 105 production models covering personal injury, commercial, mass tort, employment, and related practice areas. This is the same model layer used to underwrite portfolio facilities and NAV lending structures at Criterica Capital.

Run a full portfolio underwrite.
Case-level model scoring · institutional facilities