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deeploans

Open infrastructure for granular credit data, from ingestion to modelling.

deeploans is an Apache 2.0-licensed collection of tools for turning fragmented loan-level data into consistent, analysis-ready datasets and using those datasets in applications, AI integrations, synthetic-data workflows, and credit models.

The project began as an ETL framework for structured-finance data. It now covers the wider credit-data lifecycle:

raw loan data
    │
    ▼
ETL pipelines ──► validated, standardised datasets ──► API / analyst apps / MCP
                              │
                              ├──► synthetic panel generation
                              └──► credit foundation-model training and scoring

What's in this repository

Component Purpose Start here
ETL pipelines Ingest, validate, transform, and standardise granular asset data in a GCP-based lakehouse. etl-pipelines/readme.md
Credit Foundation Model Config-driven framework for tokenising credit-event sequences, pretraining credit foundation models, fine-tuning them, and scoring portfolios. credit-foundation-model/README.md
Synthetic Data Designer Reproducible generator for an ESMA Annex 2-aligned Dutch RMBS monthly panel, including longitudinal loan dynamics and SQL validation. synthetic-data-designer/README.md
API FastAPI backend and OpenAPI specification for programmatic access to processed credit data. api/api-backend-main/readme.md
Application library Browser-based reference applications for data quality, CMBS data-provider workflows, data-centre junior-note analysis, and capital-structure modelling. app-library/
MCP server Standalone Model Context Protocol server that lets AI clients discover the platform, inspect schemas, build filters, and sample API data. mcp-server/README.md

Supported structured-finance datasets

The ETL collection currently covers:

  • auto loans;
  • SME loans;
  • consumer loans;
  • residential mortgages; and
  • commercial mortgages.

The individual pipeline directories contain the relevant source-specific setup, schemas, and validation guidance.

Recent additions

Credit Foundation Model framework

The repository now includes a schema-agnostic, configuration-driven framework for training encoder-only models over month-by-month borrower histories. It provides key-value-time tokenisation, data preparation, pretraining, downstream fine-tuning, portfolio scoring, artifact validators, reference recipes, notebooks, and a detailed handbook. The included reference implementation reports an out-of-time evaluation against an XGBoost baseline; see the technical report for the methodology, results, and limitations.

To explore it locally:

cd credit-foundation-model
python -m venv .venv
source .venv/bin/activate
pip install -e ".[dev]"
pytest

Read the Credit Foundation Model README for dataset recipes, GPU setup, the end-to-end training commands, and optional extras.

Synthetic Dutch RMBS panels

The Synthetic Data Designer creates a coherent monthly Dutch residential-mortgage panel with a 71-column schema aligned to ESMA Annex 2 and the Green Lion reference format. Data Designer samples the origination book, then vectorised ageing models amortisation, delinquency transitions, prepayment, and property-value changes. The default workflow uses no LLM calls.

Run a small local example:

cd synthetic-data-designer
python -m venv .venv
source .venv/bin/activate
pip install data-designer numpy pandas pyarrow duckdb
python run.py --num-records 5000 --out-dir ./out_smoke
python tests/run_sql_tests.py --cutoff-dir ./out_smoke/cutoffs

See the Synthetic Data Designer README before attempting a production-scale run; it documents expected runtime, memory, disk use, calibration controls, and known limitations.

Choose a starting point

Repository map

deeploans/
├── etl-pipelines/              data ingestion, validation, and lakehouse pipelines
├── credit-foundation-model/    credit sequence-model framework and references
├── synthetic-data-designer/    synthetic Dutch RMBS panel generator
├── api/                        FastAPI backend and API documentation
├── app-library/                reference analyst applications
├── mcp-server/                 MCP server for AI/client integrations
├── CONTRIBUTING.md             contribution guidelines
└── LICENSE                     Apache License 2.0

Each component is independently documented and may have its own environment and dependencies. Follow the component README rather than installing everything into a single Python environment.

Contributing

Contributions from developers, analysts, researchers, and documentation writers are welcome. Useful ways to help include:

  • adding or improving validation rules and ETL coverage;
  • testing workflows on real-world data and reporting reproducible issues;
  • extending dataset adapters, recipes, examples, or documentation;
  • proposing applications and integrations; and
  • improving usability for first-time contributors.

Before opening a pull request, read CONTRIBUTING.md and the CLA. For design proposals and feature ideas, use the organisation's GitHub Discussions.

License

deeploans is licensed under the Apache License 2.0. Components imported from related projects also include their own license files; consult the component directory when redistributing it independently.

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About

Deeploans is an open-source framework for processing loan-level data, offering tools for data quality, standardisation, and analytics. It provides connectors for Looker and PowerBI users, as well as cloud-native scripts for model training tailored to structured finance markets

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