Risk Analytics

Oakleaf Group assists clients with the development, deployment and refinement of predictive models used for stress testing, loss allowance, ALM, and portfolio risk management applications. In addition, we help our clients understand the effects of borrower, mortgage, property, and economic characteristics on various aspects of loan performance.

We provide modeling assistance in the following areas:

  • Modeling of loan default, prepayment, and loss severity for single family prime, subprime, Alt-A, jumbo, and multifamily loans
  • Economic capital modeling
  • Relationships with regulators, external and internal audit, and risk-governance areas
  • Model performance monitoring and backtesting
  • Valuation and pricing models
  • Application of models to risk positions, trade decisions, and credit pricing
  • Development of analytics infrastructures to develop, test, and execute credit analytics