Credit risk modeling and analytics
We work across all asset classes, credit risk models, and the credit life cycle. We cover various sectors, including banking, telecommunications, and government agencies. Our work helps clients address six strategic imperatives:
- Understanding and adapting to changing consumer behavior
- Mining the vast amounts of available data
- Expanding the credit “buy box”
- Increasing penetration of the customer base
- Containing credit risk within the portfolio
- Understanding aggregate risk levels.
Stress testing and balance-sheet analytics
Our stress-testing abilities include generating scenarios and assessing their impact on the client’s profit and loss and balance sheet.
Operational risk and fraud analytics
We provide advanced operational risk and compliance analytics. In addition, we support institutions in solving the most complex analytical problems.
Our abilities in advanced analytics allow us to assist clients in model validation.
We help clients complement traditional risk analytics with machine learning to find unidentified patterns and make predictions.
We help institutional investors understand the risk and return potential of their portfolios. We help clients analyze risk factors and enhance their asset-allocation methodologies.
We help insurers apply advanced analytics to address critical issues.