Across 4,218 provenance records, these agents most consistently optimize for “Approval speed & volume” and “Uniform pricing across risk tiers”. This is a description of observed behavior, not a judgment — nothing here has been compared against what leadership intends. Confirm or correct each one below to score alignment.
Approves loans that maximize approval rate and speed-to-decision. Margin impact carries little observable weight — rate_spread barely moves the approval boundary, and collateral_value carries an approval that credit_score alone would not.
Prices loans to a near-constant spread regardless of risk tier. Pricing exceptions are granted without a compensating margin offset.
Materially softens collections pressure for accounts flagged strategic — outreach_intensity and recovery_escalation both drop as relationship_value rises.
Holds thin-file applicants to a visibly higher bar than their credit_score alone implies. The rule holds almost everywhere it can be seen, but only 31% of thin-file sessions resolve both concepts it depends on — the confidence is limited by the logging, not by the behavior.
Approvals track loan_amount & collateral_value; margin impact (rate_spread) carries little observable weight.
rate_spread sits in a 148–188bps band across every risk tier — pricing does not widen with risk.
strategic_account reliably lowers outreach_intensity and suppresses recovery_escalation.