Structuring a significant risk transfer starts with a simple challenge: selecting the right reference portfolio out of thousands of loans. A valid pool has to meet strict eligibility rules and complex concentration limits, while still hitting your financial targets.
In Excel, that means testing combinations by hand, one after the other. It is slow, manual and repetitive. Worse, you rarely know if you found the best pool or just the first one that worked. And when a single limit changes, you start over.
Cardo AI Optimizer replaces that guesswork with an instant, precise calculation. You set the rules and the objective, and it returns the pool that best satisfies them.
From the full loan book to an optimized pool in 3 steps
1. Set your rules and objectives
- Upload securely: The Optimizer runs fully on anonymized data with zero persistent storage. Your data stays yours.
- Define your limits: Layer on eligibility criteria, exposure caps, sector limits or rating thresholds.
- Set your target: Choose your core objective, for example Maximise Capital Relief.
2. Run Cardo AI Optimizer
- Scan every option: The Optimizer evaluates millions of valid pool combinations in seconds.
- Find the best: No more trial and error: it isolates the highest performing pool.
- Maximise your target: You get the single pool that best satisfies your financial objective.
3. Export and evidence
- Export the list : Download your exact loan-level selection in Excel or PDF.
- Access analytics: See charts on pool composition, limits and performance instantly.
- Provide proof: Share executive-ready reports with credit committees, investors and regulators.
Why switch from Excel to Cardo AI Optimizer
The optimal pool in your book is rarely the obvious one. A hand-built model can only test the few combinations someone had time to try.
- From manual to instant: Manual Excel trial and error becomes an instant calculation.
- Uncover maximum value: Evaluate millions of combinations, not just a few hand-built models, to squeeze more capital relief out of the exact same book.
- Adapt live in meetings: Adjust constraints during deal discussions and see the new optimal pool in real time.
- Backed by proof: Present clear, reproducible evidence to credit committees, investors and regulators.
Tailored for every side of the trade
Reference pool selection touches everyone in an SRT, and each side needs something different from it.
- For bank issuers: Maximise capital relief on your own balance sheet without trial and error.
- For arrangers: Speed up deal execution and adapt pools live during investor negotiations.
- For investors: Re-optimize incoming portfolios against your internal risk rules before pricing.
- For insurers: Stress-test coverage requests and understand concentration risks in seconds.
The result: no more guessing whether your pool is the best one, and a selection you can defend in front of anyone who asks.
The optimal pool in your book is rarely the obvious one. Cardo AI Optimizer finds it. Book a demo →