R01 / NSF Risk Monitor

Insufficient funds returns — liquidity risk, weekend clustering, risk classification, guaranteed exposure

Methodology: Returns are bucketed by transaction creation date (not ACH return date) per R01 Analysis Guide. ACH_RETURN deduplicated by TRANSACTION_ID. R01 rate denominator = ACH-accepted DEBITs (ACH_ENGINE_DECISION='accept', TRANSACTION_TYPE='DEBIT'). Weekend = Sat + Sun. Risk classification uses OBSERVABILITY_PREDICTION_DTLS COALESCE logic (FOLLOWUP fields if available, else PAYMENT_REVIEW).

R01 Returns

$ At Risk

Weekend R01 %

Guaranteed R01

Non-Guaranteed R01

Avg $ per R01

Link Level

By Category

By Merchant

Daily R01 Returns (Weekend vs Weekday)

R01 Rate by Merchant (Accepted DEBITs)

Weekend R01 Clustering by Merchant

R01 Risk Classification

Projected Monthly R01 Exposure

Current Period Returns

Projected 30-Day

Guaranteed Exposure

Weekend $ Exposure