Thought before calculation.

  • null

    ALM and
    Structural IRR

  • null

    Validation and
    Internal Auditing

  • null

    CECL and
    Stress Testing

  • null

    Outcomes Analysis
    and Credit Monitoring

  • null

    Governance and
    Risk Management

Featured News & Insights

About Us

Our mission is to create flexible, custom solutions to your vexing problems, with growth and sustainability in mind, while building your institutional knowledge.  We operate under the motto “Thought before calculation.” Through guidance from our industry leading experts, our approach avoids aimless (and senseless), resource-intensive datamining.  Our solutions are clean, controlled, reproducible, and explainable, and we work with the words of Leonardo da Vinci in mind – “Simplicity is the ultimate sophistication”.

Our Advantage

  • Integrity

    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.

  • Rigor

    Discipline & Transparency. We describe, document, and justify solutions with objective evidence, including the constraints that preclude alternative approaches.

  • Expertise

    Technical & Practical. We emphasize actionable information – whether working with developmental data warehouses, data governance issues, model building and evaluation, valuation, or validation. We’ve done it all and did it well.

  • Creativity

    We pride ourselves on innovative, sustainable, long-term solutions that your team can control, replicate, and reuse as needs arise and change.

Recent Projects

timeline_pre_loader

Risk Rating Model Implementation

Assisted loan portfolio modeling dept 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.

CECL (End-to-End)

  • Mapped merger history and created a combined developmental data warehouse including an automated quarterly ETL process for CECL input data and an ongoing monitoring package.
  • Developed, implemented, and tested CECL model suites in SAS ECL.
  • Established a parallel process to verify model forecasts in R.

Sageworks CECL ETL and Execution

Performed monthly Sageworks ETL and execution.

Our Advantage

Integrity

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.

Rigor

Transparency & Discipline. We describe, document, and justify solutions with objective evidence, including the constraints that preclude alternative approaches.

Expertise

Technical & Practical. We emphasize actionable information – whether working with developmental data warehouses, data governance issues, model building and evaluation, valuation, or validation. We’ve done it all and did it well.

Creativity

We pride ourselves on innovative, sustainable, long-term solutions that your team can control, replicate and reuse as needs arise and change.

Recent Projects

timeline_pre_loader

Risk Rating Model Implementation

Assisted loan portfolio modeling dept 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.

CECL (End-to-End)

  • Mapped merger history and created a combined developmental data warehouse including an automated quarterly ETL process for CECL input data and an ongoing monitoring package.
  • Developed, implemented, and tested CECL model suites in SAS ECL.
  • Established a parallel process to verify model forecasts in R.

Sageworks CECL ETL and Execution

Performed monthly Sageworks ETL and execution.

How can we help you?