Recent Posts

Prepayment Model for Student Loans

3 minute read

We’ve recently developed a prepayment model for student loans as part of our client’s CECL calculation. In this article, we aim to discuss two challenges enc...

Credit Risk Models

7 minute read

What is Credit Risk Credit risk refers to the potential risk of loss that arises from a borrower’s failure to repay a debt obligation as agreed. It is the ri...

Model Validation

2 minute read

All the models are wrong, but some are useful. — George Box

Stress Test – CCAR and DFAST

5 minute read

Overview The Dodd-Frank Act Stress Test (DFAST, aka stress test) and Comprehensive Capital Analysis and Review (CCAR) are two primary components of the Fede...

SAS to Python: Read Data

4 minute read

As much as we love SAS, we cannot deny the trend that Python is replacing SAS in a very fast pace. In this article we will discuss how to use Python to read ...