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About Us

Our mission is to develop flexible, custom solutions to your challenging problems, prioritizing growth and sustainability while enhancing your institutional knowledge.

Our Philosophy

“Thought before calculation.” Guided by industry-leading experts, we avoid aimless data mining. Our solutions are clean, controlled, reproducible, and explainable, inspired by Leonardo da Vinci’s words: “Simplicity is the ultimate sophistication.”

Recent Projects

Explore our latest engagements where we’ve delivered innovative risk management solutions, enhanced institutional knowledge, and created sustainable value for our clients.

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Validated QRM Index Rate Change

Interest Rate Risk IRRBB Framework Validation
Successful validation of interest rate risk measurements and enhanced confidence in regulatory reporting accuracy.
Banking Institution Recent
  • Validated Changes in NII, EVE and associated sensitivity analysis for retail portfolios and deposits in an IRRBB framework.

Loss Forecasting for Non Standard Portfolios

Loss Forecasting Portfolio Analysis Custom Implementation
Enhanced forecasting accuracy for challenging portfolio segments and improved risk assessment capabilities for non-standard lending products.
Financial Institution Recent
  • Developed loss forecasts for non-standard portfolios, in particular, run-off portfolios with short sample histories.
  • Created custom implementation equipped with overlay adjustments.

Risk Rating Model Implementation

Risk Rating Portfolio Modeling
Successful implementation of risk rating model in market leader software with enhanced portfolio risk assessment capabilities.
Loan Portfolio Department Recent
  • Assisted loan portfolio modeling department in risk rating model implementation in market leader software.

CECL (End-to-End)

CECL Implementation Data Warehouse
Complete end-to-end CECL implementation with automated data processes, validated model suites, and robust monitoring framework.
Financial Institution Recent
  • 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 market leader CECL implementation platform. Optimized resources by porting the Mortgage model to a small HE portfolio.
  • Established a parallel process in R to verify model forecasts.

Ongoing Monitoring & Scenario Analysis

Model Monitoring Backtesting Policy Development
Enhanced model monitoring framework with automated backtesting capabilities and comprehensive policy documentation for regulatory compliance.
Financial Institution Recent
  • Backtested model results to fulfill audit findings.
  • Developed ongoing monitoring package and parallel forecasting process for legacy models implemented in Primatics.
  • Wrote ongoing monitoring policies and procedures.

Reviewed Model Risk Management Function

Model Risk Management Gap Analysis Policy Development
Strengthened model risk governance framework and enhanced organizational capacity through strategic hiring and policy improvements.
Mid-Sized Financial Institution Recent
  • 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.

Our Advantage

Three core principles that define our approach to delivering exceptional risk management solutions.

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Integrity

Honest, transparent, and insightful. We work as true partners, embedding with your teams to deliver sustainable solutions you can control and replicate.

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Expertise

Technical expertise meets practical insight. From data governance to model validation, we deliver actionable solutions backed by rigorous analysis and clear documentation.

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Innovation

Creative, scalable solutions that evolve with your needs. We focus on building your team’s capabilities while delivering cutting-edge risk management expertise.

We elevate the industry standard.™

Let’s discuss how we can help you build sustainable, innovative solutions tailored to your unique challenges.

Contact Us Today