AML Typology Coverage & Model Performance Governance

NexGen Financial · $31B Assets · Q4 2024 Performance Review

Machine learning and rules-based TM systems generate performance reports focused on alert counts and AUC—metrics that tell model risk committees little about typology coverage or the fraud-AML boundary where suspicious transaction patterns overlap with first-party fraud. This dashboard provides a typology-centric view of detection rates, model stability, and SAR coverage gaps.

PSI Alert: Correspondent Banking 0.31 Last Updated: Dec 15, 2024 08:42 EST
Typology Detection Rate
68.4%
-2.1% vs Q3
Model PSI (Champion)
0.19
Within threshold
Challenger AUC Lift
+4.1%
High-risk decile
SAR Coverage Gap
$4.2M
+$0.8M MoM
Alert Suppression Pass
94.2%
+1.3% MoM

Typology Detection Rate by BSA Pattern (Last 90 Days)

Week 1
Week 2
Week 3
Week 4
Week 5
Week 6
Week 7
Week 8
Week 9
Week 10
Week 11
Week 12
Structuring
74
76
72
69
71
73
75
70
68
67
69
71
Trade-Based ML
61
63
59
62
60
58
56
54
52
55
57
59
Wire Kiting
82
80
83
81
79
82
84
81
80
82
83
81
Funnel Accounts
67
69
71
68
66
70
69
68
67
70
69
71
Rapid Movement
78
77
76
79
78
75
77
76
78
77
79
78
High-Risk Geography
64
62
65
63
61
64
62
60
58
61
63
62
75–85%
65–74%
55–64%
50–54%

Model PSI Trend by Feature Group

Champion vs. Challenger AUC (High-Risk Decile)

Top TM Rules Performance (Last 30 Days)

Rule ID Typology Alerts SAR Rate False Pos. Rate Avg. Alert Age (days) Redundancy Status
R-142Structuring1,84712.4%87.6%4.231%Active
R-089Wire Kiting98218.7%81.3%3.814%Active
R-201Trade-Based ML7436.2%93.8%6.158%Review
R-056Funnel Accounts1,20414.9%85.1%5.322%Active
R-178Rapid Movement1,51211.8%88.2%4.719%Active
R-214High-Risk Geo6218.3%91.7%7.247%Review
R-103Cash Intensive2,1099.7%90.3%5.936%Active
R-267Correspondent3873.1%96.9%8.472%Tuning

Feature Importance Stability (Top 8 Features)

Segment-Specific False Negative Rate

Recent Alert Suppression Audit Log (Sample)

Timestamp Analyst ID Alert ID Typology Suppression Reason Override Approval Audit Result
2024-12-14 14:32A-047AL-98234StructuringKnown payroll patternManager L2Pass
2024-12-14 11:18A-112AL-98201Wire KitingTreasury ops confirmedAuto (Rule)Pass
2024-12-13 16:42A-089AL-98172Trade-Based MLDuplicate alertManager L2Pass
2024-12-13 09:55A-031AL-98143Funnel AccountBusiness verifiedManager L2Review
2024-12-12 13:27A-047AL-98109High-Risk GeoRemittance corridorAuto (Rule)Pass
2024-12-12 10:14A-112AL-98088Rapid MovementSeasonal activityManager L2Pass

Model Migration Readiness Scorecard (Challenger → Champion)

Performance Validation
9.2/10
AUC lift 4.1%, PSI 0.12, backtesting complete
Governance Approval
6.8/10
MRC review pending; documentation 87% complete
Technical Readiness
8.7/10
Data pipelines validated; UAT passed
Training & Change Mgmt
7.1/10
Analyst training 70% complete; runbook draft
Migration Delayed — Governance Gate
Challenger model showed +4.1% AUC lift on high-risk decile and PSI of 0.12, but Model Risk Committee delayed migration pending final documentation review and completion of analyst training modules. Expected go-live: Q1 2025.

NexGen Financial AML Model Governance Dashboard · Confidential · For Internal Use Only