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

1600 Lena St., Suite C24
Santa Fe, NM 87505




To receive our newsletter updates, fill-in the following form.

* required



Upcoming Events:

  • 26-28 April 2017 -- Dr. Breeden will present the findings of the DFA CECL Study at the NAFCU CEO and Senior Executives Conference in Miami on April 26-28.
    Complete agenda and topics can be found here.
  • 23-24 May 2017 -- Join Dr. Breeden at the 6th Annual Risk Americas Convention held at the New York Hilton Midtown on May 23-24 where he will be speaking about testing CECL modeling alternatives.
    Complete agenda and topics can be found here.

Recent Announcements:

  • June 2017 -- In this recent Risk Management Association podcast, Dr. Joseph Breeden discusses how existing models can converge or be modified to adapt and fill different needs, specifically regarding Basel II for capital reserves, CCAR/DFAST programs for stress testing, and IFRS9 and CECL for ALLL.
    Click here to listen .
  • March 2017 -- The Prescient Models team recently completed the analysis for the Deep Future Analytics CECL Study, exploring the best modeling approaches and options for implementing the new lifetime loss reverse guidelines.
    Visit our blog post for the executive summary and the full results of the CECL Study.
  • January 2016 -- Dr. Breeden's 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 -- Prescient Models' 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.