Vintage Curve Analysis with LLM-Generated SQL and AI-Powered Visualization

Quick Summary

Challenge
A financial institution needed a natural language–driven system to analyze credit performance data and generate Vintage Curves — critical for understanding loan cohort behavior — without requiring users to write SQL.
Solution
Tatras Data built a GenAI-powered assistant that converts natural language queries into SQL, retrieves structured loan data, and generates dynamic Vintage Curves using open-source visualization libraries.
Result
The system significantly reduced analysis time, improved accuracy, and empowered business users to perform real-time credit risk evaluation with full data privacy.

Tech Stack

AI: Open-source LLMs Conversational agents | Data & Retrieval: SQL databases Vector database LLM-driven table/column selection | Dev: PyTorch LangChain LIDA (automated visualization generation) | Viz: Graph generation via LIDA library with embedded filters | Security: On-premise deployment Secure data handling Role-based access control

The Challenge

Vintage Curve analysis is a vital part of credit risk management.

It helps financial institutions track how loan performance degrades over time across customer cohorts.

But generating these curves manually requires deep familiarity with the data schema and the ability to write and debug SQL, often creating a bottleneck for analysts, product managers, and risk teams.

This financial institution wanted a faster, more intuitive way to get answers and insights from their loan data simply by asking questions in plain English.

A Day in the Life: Before Our Solution

An analyst wants to compare the 6-month delinquency curve for loans issued in Q1 2022 versus Q1 2023.

They have to:

  • Write or reuse SQL queries
  • Verify table joins and filters
  • Export results to Excel
  • Manually create a vintage curve graph
  • Re-run everything when they change filters or cohorts

The process takes hours.

If someone less technical asks the same question — they’re stuck waiting.

Pain Points:

  • Analysts had to write complex SQL for every analysis
  • Vintage Curves were created manually using spreadsheets
  • Business teams couldn’t self-serve or ask follow-up questions
  • Changing filters or cohorts required restarting the whole process
  • No integrated way to visualize credit cohort performance in real time

Solution

1. Core Innovation

Tatras Data built an intelligent assistant that transforms natural language into SQL, runs the query on loan data, and generates real-time Vintage Curves — all powered by open-source tools.

Key components:

  1. LLM-Based Query Generation
    Natural language queries are translated into SQL, accounting for filters, date ranges, cohorts, and data schema — no manual coding required.
  2. LIDA Visualization Integration
    After data retrieval, the system uses the LIDA library to create accurate Vintage Curves based on loan cohort behavior.
  3. Context-Aware Conversation Handling
    The chatbot retains context from previous questions, allowing follow-ups like: "Now show me the same for only high-risk customers."
  4. Privacy-First Deployment
    All models and data remain on-premises, ensuring compliance with financial data handling regulations.

2. Key Features

  • Natural Language to SQL: Ask complex credit questions without technical skills
  • Dynamic Vintage Curve Visualization: Auto-generated using LIDA based on query results
  • Context Retention: Ask follow-up questions without repeating context
  • Fully On-Premise: No external data exposure or dependency
  • Conversational Interface: Business users can analyze risk in real time

3. Workflow Integration

The solution is integrated into the institution's internal risk analytics tools.

Risk managers, analysts, and business users now simply ask a question — and receive data-backed answers with embedded visualizations that update instantly as parameters change.

Outcomes

✅ Real-time analysis of credit risk through Vintage Curves 🕒 Reduced analysis time from hours to seconds 📉 Significantly lowered reliance on SQL-literate analysts 📊 Improved confidence in risk modeling and decision-making 💸 Cost savings from open-source LLM stack and faster workflows

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