bank loan officers

Abstract: Banks rely on extensive internal policy frameworks to ensure that corporate lending decisions comply with regulatory requirements and internal risk standards. Reviewing loan applications against these policies is a largely manual and knowledge-intensive process, which can lead to overlooked policy violations or exceptions. This report presents a prototype of an LLM-based policy checker that automatically verifies loan applications against internal lending policies. The proposed approach follows a two-step architecture. First, compliance-relevant rules are automatically extracted from policy documents and converted into structured, machine-readable representations. Second, loan applications are evaluated against the extracted rules to identify policy exceptions, non-compliant findings, missing information, and cases requiring manual review. Evaluation results demonstrate that the rule extraction process is highly stable across multiple runs and consistently captures rules identified as critical by a domain expert. When evaluated on 11 real loan applications with known policy exceptions, the system successfully detected the majority of these exceptions and identified additional compliance issues that had previously been overlooked during manual reviews. While the approach produces false positives and cannot fully replace human judgement, the results indicate that LLM-based policy compliance verification can provide valuable support in the loan application verification process by highlighting potential compliance risks.

Abstract: Advancements in data fusion and real-time analytics technologies have opened new avenues for addressing complex domain challenges. Financial risk early warning systems often suffer from inefficiency due to information silos and monitoring delays. This paper proposes a credit risk early warning system based on heterogeneous information fusion. The system employs a model architecture integrating deep neural networks and attention mechanisms to extract multidimensional features from diverse data sources such as transaction behaviors and social networks, thereby establishing an early identification mechanism for corporate and individual credit risks. System testing demonstrates that this approach significantly enhances the accuracy and timeliness of risk warnings, outperforming traditional rule-based engine solutions. The findings offer innovative insights for early intervention in financial risks, holding practical significance for safeguarding financial stability.