Nexora Capital — AI Underwriting & Credit Risk Framework

The decisioning architecture, the portfolio risk parameters and the collections and recovery framework underpinning Nexora.

Nexora Capital Business PlanSection 14 › AI Underwriting & Credit Risk Framework

Section 14 · Business Plan

AI Underwriting & Credit Risk Framework

The decisioning architecture, the portfolio risk parameters and the collections and recovery framework underpinning Nexora.

The credit engine is the plan’s load-bearing wall: as quantified in
the sensitivity analysis, a 150bps deterioration in cost of risk erases
nearly two-thirds of FY2031 profit. The framework is therefore presented
at credit-committee depth rather than as a technology narrative.

Decisioning Architecture

Underwriting consumes four consented data classes, bank transaction
history, POS/commerce flows, accounting-ledger data and payment
behaviour on the Nexora platform itself, and produces a
probability-of-default score, an affordability-tested limit and a
dynamic pricing tier. Decisions up to R250,000 are fully automated;
R250,000 to R1m receive automated decisions with analyst review of
exceptions; above R1m a credit analyst decisions with model support.
Models are challenger-champion tested, monitored monthly for drift and
governed by a model-risk policy approved at board level.

Portfolio Risk Parameters

Parameter FY2027 FY2029 FY2031 Basis
NPL ratio (gross) 6.5% 5.2% 4.6% New-book seasoning curve; SA unsecured SME benchmarks 4–8%
IFRS 9 ECL coverage 5.5% 5.0% 4.6% Stage-weighted coverage of gross advances
Annual cost of risk ≈5.5% ≈4.5% ≈4.0% Charged within sponsor EBITDA (operating posture)
Weighted average tenor 5 mths 7 mths 9 mths Short tenor = fast feedback loop for models
Max single obligor 1.0% 1.0% 1.0% Warehouse eligibility criterion
Figure 9
Figure 9: NPL ratio and IFRS 9 coverage trajectory

Collections & Recovery

Collections are engineered into product design: repayments sweep
daily or weekly against inflows rather than month-end debit orders,
smart repayment optimisation times collections to observed inflow
patterns, and early-warning health scores trigger pre-delinquency
restructuring conversations. Recovery on written-off exposure is
conservatively assumed at 15%, with proceeds recognised only on
receipt.

RISK CALLOUT, Seasoning risk in the growth
years

A book growing 3.7x (FY2028) and 2.7x (FY2029) is dominated by
unseasoned vintages whose true loss rates are not yet observable.
Reported NPL ratios during hypergrowth mechanically understate
through-the-cycle losses because the denominator grows faster than
defaults emerge. The warehouse structure addresses this with
vintage-level triggers and an excess-spread trap, and the model’s ECL
coverage is held above the NPL ratio in early years for exactly this
reason.

Confidential — this business plan is provided to prospective investors and lenders for evaluation purposes only and may not be reproduced or distributed without the written consent of Nexora Capital (Pty) Ltd.