Thought before calculation.

3

ALM and
Structural IRR

5

Validation and
Internal Auditing 

1

CECL and
Stress Testing

6

Outcomes Analysis
and Credit Monitoring

77

Governance and
Risk Management

3

ALM and
Structural IRR

1

CECL and
Stress Testing

5

Validation and
Internal Auditing 

77

Governance and
Risk Management

6

Outcomes Analysis
and Credit Monitoring

  • null

    ALM and
    Structural IRR

  • null

    Validation and
    Internal Auditing

  • null

    CECL and
    Stress Testing

  • null

    Outcomes Analysis
    and Credit Monitoring

  • null

    Governance and
    Risk Management

Featured News & Insights

Will More Bank Regulation Reduce Share Prices?

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Bank Regulation after Silicon Valley Bank

Nine initial impressions of the Fed’s report on SVB including why we anticipate more supervision and attempts to reverse the loosening of scrutiny in 2017 – 2020.

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CEO Andy Spero Interviewed on Risk Management Podcast

Mayer Brown regulatory partner, Matt Bisanz, and CEO Andy Spero talk about trends and best practices for managing risk – and advice to those just starting out. 

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It’s Never about Capital… It’s Always about Liquidity!

Since Silicon Valley Bank’s demise, many have been yapping about the importance of capital and capital ratios, but it’s never about capital. It’s always about liquidity!

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Thoughts on the Silicon Valley Bank Debacle

Andy Spero explains what he concluded from the Fed’s discount window seemingly turning SVB away, and his thoughts on why the FDIC rushed to close SVB down.

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CCAR Expectations: SR 15-18 versus SR 15-19 versus HCR

We summarize the guidance, analyze the recent revisions, and outline the differences in the tailoring framework for CCAR Supervisory Expectations.

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About Us

Our mission is to create a flexible, custom solutions to your vexing problems, with growth and sustainability in mind, while building your institutional knowledge.  We operate under the motto “Thought before calculation” – our approach avoids aimless, resource-intensive data mining with guidance from our industry experts.  Our solutions are clean, controlled, reproducible, and explainable and we work with the words of Leonardo da Vinci in mind  – “Simplicity is the ultimate sophistication”.

Services
About
Connect
Leaders

Our Advantage

  • Integrity

    Honest, Insightful, and Transparent. We add value as complements, not substitutes, and work as closely as you want, including embedding client workers in our teams.

  • Rigor

    Discipline & Transparency. We describe, document, and justify solutions with objective evidence, including the constraints that preclude alternative approaches.

  • Expertise

    Technical & Practical. We emphasize actionable information – whether working with developmental data warehouses, data governance issues, model building and evaluation, valuation, or validation. We’ve done it all and did it well.

  • Creativity

    We pride ourselves on innovative, sustainable, long-term solutions that your team can control, replicate, and reuse as needs arise and change.

Recent Projects

timeline_pre_loader

Risk Rating Model Implementation

Assisted loan portfolio modeling dept in risk rating model implementation in SAS.

Ongoing Monitoring & Scenario Analysis

  • Backtested model results to fulfill audit findings.
  • Developed ongoing monitoring package and parallel SAS forecasting process for legacy models implemented in Primatics.
  • Wrote ongoing monitoring policies and procedures.

CECL (End-to-End)

  • Mapped merger history and created a combined developmental data warehouse including an automated quarterly ETL process for CECL input data and an ongoing monitoring package.
  • Developed, implemented, and tested CECL model suites in SAS ECL.
  • Established a parallel process to verify model forecasts in R.

Sageworks CECL ETL and Execution

Performed monthly Sageworks ETL and execution.

Our Advantage

Integrity

Honest, Insightful, and Transparent. We add value as complements, not substitutes, and work as closely as you want, including embedding client workers in our teams.

Rigor

Transparency & Discipline. We describe, document, and justify solutions with objective evidence, including the constraints that preclude alternative approaches.

Expertise

Technical & Practical. We emphasize actionable information – whether working with developmental data warehouses, data governance issues, model building and evaluation, valuation, or validation. We’ve done it all and did it well.

Creativity

We pride ourselves on innovative, sustainable, long-term solutions that your team can control, replicate and reuse as needs arise and change.

Recent Projects

timeline_pre_loader

Risk Rating Model Implementation

Assisted loan portfolio modeling dept in risk rating model implementation in SAS.

Ongoing Monitoring & Scenario Analysis

  • Backtested model results to fulfill audit findings.
  • Developed ongoing monitoring package and parallel SAS forecasting process for legacy models implemented in Primatics.
  • Wrote ongoing monitoring policies and procedures.

CECL (End-to-End)

  • Mapped merger history and created a combined developmental data warehouse including an automated quarterly ETL process for CECL input data and an ongoing monitoring package.
  • Developed, implemented, and tested CECL model suites in SAS ECL.
  • Established a parallel process to verify model forecasts in R.

Sageworks CECL ETL and Execution

Performed monthly Sageworks ETL and execution.

How can we help you?