Risk Analytics

Best-practices and the complex and ever-changing regulatory environment make staying up to date in credit risk analytics of paramount importance for banks, financial institutions and regulators.  We provide practical credit risk modeling advisory services for risk managers looking to build or validate in-house models for credit risk management in the most efficient, compliant and cost-effective ways. Oakleaf has depth and breadth of theoretical and practical, real-world experience at the intersection of statistics, analytics and finance, to help guide clients through the fundamentals of credit risk management.

Oakleaf services in this area include:

  • Probability of Default (PD) and Loss Given Default (LGD) Estimation and Forecasting
  • Default and Run-Off Portfolios
  • Correlation Modeling and Estimation
  • Credit Risk Model Validation and Implementation
  • Development and Implementation of Credit Risk Management Frameworks
  • Data Analysis and Preprocessing
  • Credit Scoring