This preprint presents the Structural Early-Warning Financial Model (SAFT), a dynamic diagnostic framework designed to detect financial compression before visible liquidity stress emerges. The model integrates traditional financial indicators into a structural sustainability index and introduces explicit regime classification and threshold-crossing logic. The framework is mathematically formalized yet operationally applicable across commercial, financial, manufacturing, services, construction, and agroindustrial firms. It provides a structured methodology for identifying persistent deterioration patterns independent of short-term profitability signals.
Jorge Bustos Vargas (Wed,) studied this question.