We offer comprehensive QA and formatting of model validation reports, ensuring compliance with regulatory standards such as SR 11-7. Our services also include loan-level data preparation tailored to meet the specific needs of banking institutions.
Our team provides expert advisory on Basel III regulatory capital requirements and offers solutions tailored to your institution’s size and complexity, helping you navigate through the intricacies of compliance.
CECL, or Current Expected Credit Loss, is a new standard for estimating losses. We provide support in developing CECL methodology, including segmentation design and preparation of examination-ready documentation.
We work directly with community banks, credit unions, and regional banks, as well as through partnerships with boutique model risk/validation firms and accounting/audit practices.
Our focus is on the banking sector, particularly quantitative credit risk and regulatory compliance, providing tailored solutions for various banking institutions.
Getting started is simple! Contact us through our website to schedule a consultation, where we can discuss your specific needs and how we can tailor our services to support your institution.
