Featured Insights

About Us

Our Advantage

Honest, Insightful, and Transparent. We add value as complements, not substitutes, and work as closely as you want, including embedding client workers in our teams.

We take pride in providing innovative, sustainable solutions that your team can control, replicate, and reuse as needs evolve. Develop your team’s potential with our expert solutions.

Transparency & Discipline: We clearly explain and document our solutions with objective evidence, ensuring clarity and trust. We also outline constraints that prevent alternative approaches, demonstrating thorough understanding and careful consideration.

Technical & Practical: We focus on delivering actionable insights across various domains, including developmental data warehouses, data governance, model building and evaluation, valuation, or validation. Our expertise spans all these areas – we’ve done it all and did it well.

Recent Projects

Loss Forecasting for Non Standard Portfolios

● Developed loss forecasts for non-standard portfolios – in particular, run-off portfolios with short sample histories.

● Created custom implementation equipped with overlay adjustments

Validated QRM Index Rate Change

Validated Changes in NII, EVE and associated sensitivity analysis for retail portfolios and deposits in an IRRRB framework.

Reviewed Model Risk Management Function

● Reviewed Model Risk Management Function at mid-sized financial institution, via gap analysis and interviews.

● Recommended changes in policies and procedures and participated in hiring new MRM manager.

CECL (End-to-End)

● Mapped merger history and created a unified developmental data warehouse, incorporating an automated quarterly ETL process for CECL input data and an ongoing monitoring package.

● Developed, implemented, and tested CECL model suites for CRE, C&I, and Mortgage in SAS ECL. Optimized resources by porting the Mortgage model to a small HE portfolio.

● Established a parallel process in R to verify model forecasts.

Risk Rating Model Implementation

Assisted loan portfolio modeling department in risk rating model implementation in SAS.

Ongoing Monitoring & Scenario Analysis

● Backtested model results to fulfill audit findings.

● Developed ongoing monitoring package and parallel SAS forecasting process for legacy models implemented in Primatics.

● Wrote ongoing monitoring policies and procedures.

Recent Projects

Loss Forecasting for Non Standard Portfolios

● Developed loss forecasts for non-standard portfolios – in particular, run-off portfolios with short sample histories.

● Created custom implementation equipped with overlay adjustments

Validated QRM Index Rate Change

Validated Changes in NII, EVE and associated sensitivity analysis for retail portfolios and deposits in an IRRRB framework.

Reviewed Model Risk Management Function

● Reviewed Model Risk Management Function at mid-sized financial institution, via gap analysis and interviews.

● Recommended changes in policies and procedures and participated in hiring new MRM manager.

CECL (End-to-End)

● Mapped merger history and created a unified developmental data warehouse, incorporating an automated quarterly ETL process for CECL input data and an ongoing monitoring package.

● Developed, implemented, and tested CECL model suites for CRE, C&I, and Mortgage in SAS ECL. Optimized resources by porting the Mortgage model to a small HE portfolio.

● Established a parallel process in R to verify model forecasts.

Risk Rating Model Implementation

Assisted loan portfolio modeling department in risk rating model implementation in SAS.

Ongoing Monitoring & Scenario Analysis

● Backtested model results to fulfill audit findings.

● Developed ongoing monitoring package and parallel SAS forecasting process for legacy models implemented in Primatics.

● Wrote ongoing monitoring policies and procedures.