Model Development
Our Development Process
Our research and development methods are fully transparent. We follow a rigorous, disciplined approach to concurrently documenting our work, which also includes design and construction successes, and dead-ends.
We enjoy creating automated, controllable processes that save resources and allow for easy validation and future ETL.
Why We Are Effective
Given the uncertainty and the general lack of strong or overwhelming evidence for much financial and economic modeling, our robust approach provides corroborating evidence, giving comfort that the selected alternatives are sound. The best thing about that is it’s not much extra work, just a better, more thoughtful, more organized approach.
Short Term Benefits: Leads to more comprehensive and organized outputs and reporting.
Long Term Benefits: Ability to reuse and repurpose code and model functionality for other projects and portfolios.
Our Experience
We have built models in all key areas of management, as well as crucial models in finance and accounting.
Consumer & Retail Credit
- Automotive
- Credit Card
- Residential Mortgage,
HELOC, and Home Equity
Wholesale Credit
- C&I
- Commercial Real Estate (CRE)
- Bond portfolios
Other Forecasting
- Macroecon, regional, & state variable forecasts
- PPNR revenues or fees and expense
- Operational risk loss forecasting
