In-Depth Security Models

We develop and test behavioral models to predict all facets of loan performance.


Request more information

Use our information request form to request more information about our Services or Solutions.


Loan Analytics

Loan analytics and borrower behavior modeling is a mainstay of credit risk analysis. We have developed origination decision tools, loan scorecards and many types of loan behavior models. These models can be shown to be objective, consistent and accurate as they provide practical solutions to risk assessment.
Our loan modeling framework spans from single borrower underwriting models to complex, multi-path expected behavior models for prepayment, delinquency and default. Our models are used to quantify portfolio risk, estimate repurchase exposures and direct loss mitigation outcomes.

We offer pragmatic solutions based on deep experience for:

  • Load AnalyticsOrigination Decision Models
  • Custom models to determine origination risk and optimize lending decisions.
  • Scorecards and Risk-Ranking
  • Custom models to provide "scoring" and relative risk-ranking
  •  Loan Behavior Models
  • Unique models to predict loan outcome transitions (delinquent, prepay, default)
  • Repurchase Exposure Analysis
  • Loss Mitigation Analysis