finance companies, credit unions, banks forecasting, business forecasting, retail loan forecasting, consumer loan forecasting, auto loan forecasting, credit card forecasting, mortgage forecasting, student loan forecasting, home equity loan forecasting credit risk modeling, stress testing, retail lending, economic capital Consulting Services, Presentation, Surviving Cycles

300 Catron St., Ste. B
Santa Fe, NM 87501




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Upcoming Events:

  • 13-15 November 2016 -- Dr. Breeden will be speaking at the Annual Risk Management Conference held at the Hyatt Regency in Dallas, Texas. This is the Risk Management Association's premier event of the year, bringing together hundreds of industry professionals and providing the latest information on risk management and regulatory issues. The conference also offers many opportunities for networking and forging new business connections. Use promo code PARTNER100 for a $700 savings off the regular registration price. Click here for more info.
  • 3-4 November 2016 -- Dr. Breeden will be speaking at the 4th Annual Stress Testing USA: CCAR & DFAST held at the New York Hilton Midtown. Keynote sessions include reviewing CCAR and DFAST 2016 Stress Tests, regulatory overview, driving efficiencies, and looking ahead to 2017. Complete agenda and topics can be found here. Purchase your tickets here and use promo code PM20 for a 20% discount. Early bird pricing special ends on October 14th.
  • 18-21 April 2016 -- Dr. Breeden will be presenting as the SAS global users' conference on applications of Age-Period-Cohort models. "Forecasting Behavior with Age-Period-Cohort Models: How APC Predicted the US Mortgage Crisis, but Also Does So Much More" Click here for the talk summary.

Recent Announcements:

  • January 2016 -- Our article on how to combine Age-Period-Cohort models with behavior scoring is being published in the Journal of the Operations Research Society has already been published online and will appear in in print soon. Find the article online here.

  • January 2016 -- Our research into the hidden origins of the US Mortgage Crisis was released by the Philadelphia Federal Reserve. Download the article here.

  • April 2014 -- Reinventing Retail Lending Analytics, the book, has been a Riskbooks bestseller since its release in 2010. This month the second impression was published. Not a full rewrite as one would expect of a "second edition", this is a light rewrite that incorporates new research into creating loan-level forecast and stress test models, mean-reverting scenarios for lifetime value forecasting, and many small touches throughout. Best of all, after some hard bargaining, even the list price is half that of the original!

    Click here to buy a copy.