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Industries · Fintech & Payments

Autonomous AI discovery built for fintech & payments.

Run an autonomous AI discovery on your transaction, lending, and risk data — find the chargeback drift, the cohort default the origination model can’t see, and the ACH segment concentration, before the next risk review.

Built for VPs of Risk, Heads of Fraud, and Heads of Credit at card issuers, lenders, processors, and neobanks.

CRITICALChargeback drift
Chargeback rate on one merchant cluster doubled in 21 days.
14 merchants, all in one MCC band, drove 62% of new…
From a real DecisionBox run
DecisionBox for fintech

Origination, servicing, transaction, bureau — read together.

Risk models read one system. The drift hides between them. The chargeback the rules engine missed, the cohort default the origination score didn’t predict, the ACH return concentrated in a segment nobody weighted — where the loss is leaking, why the rate moved, and which segments are quietly outperforming the model all live across multiple tables. DecisionBox runs them overnight. The agent decides what to investigate, writes the queries, validates every number against your data, and ships ranked findings the risk committee and the auditor can both follow.

See how every number gets checked
The cost of missed insights

The signals already in your data are the ones the model didn’t weight.

Three benchmarks risk and credit teams are quietly paying right now. Each one points to the same gap: the signal was there; the bandwidth to investigate it wasn’t. Every cycle of waiting compounds into loss the model could have flagged.

Cost multiplier
$4.41
For every $1 of fraud loss, US financial services firms pay $4.41 in downstream costs — investigation, chargebacks, ops. Most signals were in transaction data weeks before the loss; the bandwidth to read them wasn’t.
LexisNexis True Cost of Fraud Study, 2024
Capacity gap
2 in 3
Risk and compliance teams cite capacity constraints as their top obstacle to expanding monitoring coverage. The signals exist; the review-hours to investigate don’t.
Thomson Reuters Cost of Compliance, 2024
Detection lag
~90 days
Median lag between a credit-risk signal first appearing in servicing or bureau-refresh data and the origination model picking it up. Most defaults are forecastable that far in advance.
Federal Reserve / industry analysis, 2024
From real runs

Three findings, three actions, one overnight pass.

Three pairs the agent surfaced in real fintech discoveries. Each finding ships with a numbered recommendation attached — not a chatbot you have to drive. See how the autonomous discovery loop produces ranked, validated outputs.

CRITICALChargeback drift
Chargeback rate on one merchant cluster doubled in 21 days.
2× cb rate · 21-day window · 14 merchants
Pattern surfaced in dispute and authorization data…
ship this one first
P1Recommendation
Risk-band override
Apply a temporary risk-band override on the affected MCC;
Expected impact
~62% chargeback exposure flagged · 14 merchants · 30-day…
Target: affected MCC cluster2 concrete actions
CRITICALPost-origination drift
Q3 borrowers defaulting at 2.4× the prior cohort.
2.4× default rate · 89 loans · $2.1M outstanding
The risk model scores only origination
cross-system pattern
P1Recommendation
Early-warning model
Add servicing and bureau-refresh signals to an early-warning model that runs alongside origination.
Expected impact
~$700K–$1.1M loss avoidance · 89 loans · 90-day lead time
Target: alternative-data…2 concrete actions
MEDIUMACH return concentration
Aggregate ACH return rate looks normal at 0.8%.
0.8% aggregate · 87% concentration · 6.4× R02/R10
SKU-level analog: the segment average looks healthy…
averaged-away anomaly
P2Recommendation
Risk-model features
Add segment-level features to the originator risk model.
Expected impact
~70% of new return exposure flagged · 208 originators…
Target: 4 high-return…2 concrete actions

Each pair above is from a real DecisionBox run. Source data is anonymized for the public site.

See the chargeback drift and the cohort the model can’t see, before your next risk review.

Use cases

For card, lending, payments, and neobanking — on the same engine.

Same engine, same data, different analysis areas. Pick the surface that matters this cycle.

Catch the merchant cluster before the chargebacks land.

Dispute and chargeback signals show up in the data days before the rules engine catches them. The agent watches merchant clusters, MCC drift, and dispute timing together and flags the segment driving the next wave — the same diagnostic shape that why-metric-moved investigations are built around.

Sample analysis areas
  • Chargeback rate drift by merchant cluster and MCC
  • Dispute concentration by issuer, BIN, and time-of-day
  • First-party vs third-party fraud signal separation
  • Card-testing pattern detection by velocity and amount
  • Refund-vs-chargeback ratio drift by category
Why DecisionBox

Built for risk teams who need to show the auditor the work.

Three things every risk review surfaces. Every DecisionBox deployment ships with all three.

Sees what the model didn’t weight

You’ll see drift the rules engine, scoring model, or monitoring system didn’t flag. The agent decides what to investigate; you review. Not a chatbot you drive — a ranked backlog of chargeback clusters, cohort defaults, and segment concentrations you didn’t have to write.

Every number the auditor can follow

Every claim re-queried against your data before it ships. Every SQL query and reasoning step is logged and visible — the paper trail risk, model, and audit committees expect before trusting a number that triggers a control change.

Your data stays with you

Your credentials never leave your environment. The agent reads what’s already there; nothing exfiltrates. Every query and decision is logged for the team that has to defend the numbers downstream — and for the regulator that may ask later.

The next risk review question, already answered.