Upload the portfolio once. Every company in it gets watched, every piece of adverse news gets scored across four risk vectors, and your credit desk hears about it only when it's material.
Regulator opened a formal investigation into the company's largest subsidiary on 14 July. Two suppliers have since filed for recovery of unpaid invoices. Coverage is consistent across three outlets and names the same legal entity in your portfolio.
Diligence happens at signing. The risk happens for the next four years, quietly, in court filings and trade press nobody on your team has time to read.
The file was accurate the week it was written. Nothing has re-checked it since, and the exposure has only grown.
Product launches, hiring news, a namesake company in another country. Real signals drown, so the team stops reading.
By the time the invoice ages past ninety days, the news that predicted it was six months old and freely available.
Three stages, all automatic. Your team only appears at the end, when there is something worth their attention.
A spreadsheet of customers becomes a list of confirmed legal entities, each with a verified domain and country. Ambiguous rows are held for review, not guessed.
Litigation, regulatory action, insolvency, sanctions, breaches, strikes. Articles are pulled, stored, and checked to confirm they're about your entity and not a namesake.
Four vectors, one aggregate, driven by the worst of them rather than an average that hides it. Above your threshold, it reaches the desk with the evidence attached.
A ninety on regulatory shouldn't be averaged away by three quiet scores. Severity carries; it doesn't get diluted.
Investigations, fines, sanctions, litigation, consent orders. The vector that most often predicts a write-off.
Insolvency filings, missed payments, defaults, distressed refinancing, auditor resignations.
Fraud allegations, executive misconduct, boycotts, anything that moves counterparties away.
Plant shutdowns, recalls, strikes, breaches, supply failures that stop them paying on time.
A credit desk that gets forty alerts a week reads none of them. The job isn't finding mentions, it's throwing away the ninety-five percent that don't change your exposure, and being right about the five percent that do.
Same name, different company is the most common false alarm. It gets caught before scoring.
A regulator's filing and an aggregator repost are not the same evidence.
Set the score that earns an interruption. It arrives by email or in your team's channel.
Portfolio ranked by risk, not alphabetically. The accounts that need a call today are at the top.
The article as it appeared, kept. When the page goes dead six months later, your file still holds.
Email or your team's channel, at the severity you choose. No new inbox to check.
What happened and why it matters to your exposure. Read it between meetings, not over lunch.
Watch strategic accounts daily and the long tail monthly. Attention costs money; spend it deliberately.
It doesn't parse financial statements or replace a credit bureau. It catches what those miss: the six months before the numbers move.
Cost follows how many entities you monitor and how often you want them checked. We scope it against your actual customer list, then start on the accounts carrying the most exposure.
A pilot runs on your real portfolio. You see the flags, the evidence, and how many of them your team already knew about. Usually not all of them.