-Initial index recommends a six-year loan horizon to best balance risk and return-
NEW YORK–(BUSINESS WIRE)–Delfi, the AI-native risk management platform for financial institutions, has introduced the Optimal Duration Index (ODIN), a benchmark designed to bring clarity to loan origination decisions in today’s uncertain interest rate environment.
ODIN is powered by Delfi’s Overwatch analytics engine, which runs high-fidelity simulations of financial institutions’ balance sheets to pinpoint the loan portfolio duration that maximizes profitability. The inaugural reading indicates that a six-year horizon best balances risk and return under current market conditions.
“Loan origination is one of the most consequential decisions a financial institution makes, but too often it relies on intuition rather than analysis,” said Daniel Ahn, co-founder and CEO of Delfi, and a former banker and senior advisor to the Federal Reserve. “ODIN offers a quantitative North Star at a time when markets are clouded by uncertainty. It cuts through the noise and gives loan officers and asset-liability committees a practical guide to make smarter lending decisions.”
Delfi will publish ODIN monthly, giving financial institutions regular insights as interest rate expectations and economic conditions evolve. The full report is available at www.delfi.co/resources
About Delfi
Delfi is a New York–based firm offering a revolutionary AI-native, end-to-end platform for financial decision-making and balance sheet optimization across institutions of all sizes. Its mission is to democratize advanced financial risk management and portfolio optimization to help financial institutions navigate volatile markets and achieve sustainable growth. For more information, visit www.delfi.co.
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