Executive Board
Risk & Trade-offs
Mathematical modeling of portfolio return vs. AI invariant governance ceiling (τ).
Calibrated Governance Ceilings vs. Origination Volume
Derived via QGI Multi-Objective Optimization Engine (MHB)
| Policy Scenario Calibration | Governance Tolerance (τ) | Origination Volume | Expected Default (PD) | Fairness Health Score | Supervisory Outcome |
|---|---|---|---|---|---|
| Strict Compliance (tau = 0.10) | ≤ 0.10 | $221.4M | 10.0% | 100 / 100 | Full Pass (Tier 1 Optimal) |
| Balanced Level 5 Benchmark (Current Baseline) ACTIVE BASELINE | ≤ 0.25 | $221.4M | 10.0% | 100 / 100 | Full Pass (Tier 1 Optimal) |
| Aggressive Growth (tau = 0.40) | ≤ 0.40 | $221.4M | 10.0% | 100 / 100 | Full Pass (Tier 1 Optimal) |
Pareto Frontier Recommendation:
Operating at Level 5 (τ = 0.25) captures $221.4M CAD in active commercial origination volume while preserving the invariant governance boundary required by supervisory oversight.
Operating at Level 5 (τ = 0.25) captures $221.4M CAD in active commercial origination volume while preserving the invariant governance boundary required by supervisory oversight.