Risk Analysis & Model Development Projects

We provide comprehensive support for risk analysis and model development projects, including the development of credit risk rating models for public and private companies, as well as SBA loans, Basel risk parameter models covering PD, LGD, EAD, and correlation, calculation of ALLL/ACL/CECL reserves in compliance with regulatory standards, economic capital calculation models to determine capital adequacy, CCAR/DFAST stress testing and scenario testing models for regulatory compliance, analysis of credit loss distribution and risk concentration, development of FTP and loan pricing models for optimal risk-adjusted returns, and anti-money laundering data analysis and modeling for regulatory compliance

Development of Credit Risk Rating Models for Public and Private Companies, as well as SBA Loans

Development of sophisticated credit risk rating models tailored to both public and private companies, as well as specialized models for Small Business Administration (SBA) loans. These models are meticulously crafted to evaluate creditworthiness and assess risk profiles accurately.

Basel risk parameter models covering PD, LGD, EAD, and correlation

Implementation of Basel risk parameter models, including Probability of Default (PD), Loss Given Default (LGD), Exposure at Default (EAD), and correlation models. These models form the foundation for robust risk management practices, ensuring compliance with regulatory standards.

Calculation of ALLL/ACL/CECL reserves in compliance with regulatory standards

Precise calculation of Allowance for Loan and Lease Losses (ALLL), Allowance for Credit Losses (ACL), and Current Expected Credit Loss (CECL) reserves, in strict adherence to regulatory guidelines. Our calculations are meticulously executed to reflect accurate risk assessments and ensure regulatory compliance.

Economiccapital calculation models to determine capital adequacy

Utilization of advanced economic capital calculation models to assess capital adequacy and optimize capita allocation strategies. These models provide invaluable insights into capital requirements, enabling informed decision-making and strategic planning.

CCAR/DFAST stress testing and scenario testing models for regulatory compliance

Development and implementation of Comprehensive Capital Analysis and Review (CCAR) and Dodd-Frank Act Stress Test (DFAST) stress testing and scenario testing models. These models are designed to assess the resilience of financial institutions under adverse conditions, ensuring compliance with regulatory requirements.

Analysis of credit loss distribution and risk concentration

Thorough analysis of credit loss distribution and risk concentration within portfolios, providing insights into potential areas of vulnerability and informing risk mitigation strategies.

Development of FTP and loan pricing models for optimal risk-adjusted returns

Creation of Funds Transfer Pricing (FTP) and loan pricing models tailored to optimize risk-adjusted returns. These models facilitate effective pricing strategies, enhancing profitability while maintaining risk within acceptable levels.

Anti-money laundering data analysis and modeling for regulatory compliance

Rigorous anti-money laundering (AML) data analysis and modeling to ensure regulatory compliance and mitigate the risk of financial crime. Our comprehensive approach includes advanced techniques to detect and prevent money laundering activities, safeguarding the integrity of financial systems