Providing Independent expert advice since 2015

We provide independent advice and analytics across the risk modeling, frameworks, and processes for fixed income and loan portfolios.  Our suite of offerings can reflect and accommodate an institution’s required complexity, data availability, and objectives.

We use our proprietary tools to calculate risk and value under multiple market environments. The resulting portfolio and/or loan-level projections are used to support:

• Expected Loss / CECL
• Stress testing
• Collateral margins
• Fair Value
• Portfolio benchmarking

We have clients that use the outputs of our models for regular, ongoing analyses or on a one-off basis.

We also leverage the insights gained from working with multiple financial institutions to provide independent validations of firms' risk modeling and related processes. We perform a comprehensive qualitative and/or quantitative review of the: 

• Conceptual soundness of the model
• Purpose and any operational constraints
• Data used, including sources, applicability, etc.
• Accuracy and appropriateness of model inputs and outputs
• Assumptions and limitations to the model
• Model controls
• Documentation

The end result is a full validation report, detailing our findings, including weaknesses and limitations, along with recommendations for improvement.