Full sample: 8-layer determination + 3 fix-first items + 3 distributional-shape charts + counterparty-question rehearsal + independent-verifier declaration. Same structure your bank's actual Snapshot delivers within 3 business days.
14 high-severity distributional-drift events. Cohort B3 decline-lane rate rose 18% -> 62% silently. Your bank's Snapshot uses the same structure -- your data, your AI, your jurisdictional footprint. $499. 3 business days.
Mid-market consumer bank ($5B-$50B assets, 2,000-20,000 consumer credit applications monthly) running an AI credit-underwriting classifier scoring each personal-loan / credit-card / auto-loan / HELOC application and routing to lane:
Silent drift: post-Day 45, Cohort B3 (age 25-45, near-prime credit, mixed lower-income zip) systematically over-routed to decline_or_secondary lane at 62% vs baseline 18% — a 44 percentage-point cohort-differential that never triggered an alarm on the bank's model risk management stack.
Under ECOA / Reg B disparate-impact statistical methodology, any AI-generated credit decision from the affected period is subject to fair-lending review. Under SR 11-7, unmonitored between-audit drift is a documented model-risk-management gap. The CFPB supervisory examination question — "does your bank monitor AI-driven credit-underwriting decisions for cohort-level fair-lending disparities in real time?" — now has a materially harder-to-answer shape.
| Framework | Applies to |
|---|---|
| Federal Reserve SR 11-7 | Supervisory Guidance on Model Risk Management (2011, foundational) |
| OCC Bulletin 2011-12 | Sound Practices for Model Risk Management |
| FDIC FIL-22-2017 | Adopting SR 11-7 for FDIC-supervised institutions |
| ECOA 15 USC 1691 + Reg B 12 CFR 1002 | Equal credit opportunity, AI-in-lending, disparate-impact |
| FCRA 15 USC 1681 | Adverse-action notice, credit-report retention (25 months) |
| CFPB UDAAP (Dodd-Frank 1031) | AI unfair / deceptive / abusive practices |
| CFPB Circular 2022-03 | AI in adverse-action notices — specific reasons required |
| CFPB Circular 2023-03 | AI-driven marketing UDAAP |
| Interagency SPCP 2024 | Special Purpose Credit Programs update |
| NIST AI RMF 1.0 | Referenced by OCC exam manuals 2025-2026 |
| Section | What you get |
|---|---|
| Scope + regulatory framework | Named charter footprint (national bank / state-charter / thrift / credit union) + full SR 11-7 + ECOA-Reg-B + FCRA + CFPB citation stack |
| Sensor summary | Independent-observer specifics, distinct model family, retention pipeline distinct from your production model risk management stack |
| Findings summary | Count of drift events + high/medium severity + cohort adverse-impact-differential flag + first-drift-day |
| Overall determination | Category A / B / C w/ specific meaning + remediation-path recommendation |
| 3 fix-first items | Scoped to YOUR AI surface, YOUR SR 11-7 annual validation cycle, YOUR next OCC/Fed/FDIC exam |
| Detailed drift events | Every drift event day + type + affected cohort + severity + plain-language detail |
| Counterparty-question rehearsal | 5 sample decisions from the target-day w/ cryptographic decision-hash reproducibility verification suitable for CFPB supervisory exam / MRA response / state AG fair-lending inquiry / class-cert opposition |
| Upgrade paths | Baseline ($2,500 / 5 days) OR Enterprise Attestation ($35-55K / 3-6 weeks board Risk Committee-ready) + $499 Snapshot credit applies |
| Independent-verifier declaration | Signed by Kevin Luddy personally |
| Charts + artifacts | 3 distributional-shape charts + machine-readable JSON + decision-hash lookup table |
Full Snapshot Report (markdown) Executive One-Pager (markdown)
Same structure as this sample. Your bank's data, your bank's AI system, your bank's charter footprint, your bank's next OCC/Fed/FDIC exam calendar, your bank's regulatory-framework citations.
Buy your Snapshot — $499