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

Phone
+1-505-670-7670

E-mail:
sales@prescientmodels.com

Web:
www.prescientmodels.com




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Publications

The following publications are available for purchase or download.

Reinventing Retail Lending Analytics

Reinventing Retail Lending Analytics, 2nd Impression, Riskbooks, 2014.

This is the definitive text on forecasting and stress testing for retail lending portfolios. It describes the algorithms, problem designs, and validation techniques that provide the most robust solutions for these loan portfolio. It also extends this framework to economic capital and loan-level modeling.
Available on Amazon here.

Consumer Risk Appetite, the credit cycle, and the housing bubble

Recently published in the working papers for the Philadelphia Federal Reserve, this paper describes the economic motivations behind shifts in consumer demand for credit. In doing so, it discusses how the factors can be used to predict shifts in credit risk that are missed by existing credit scores.
Click here for the paper.

Introduction to Portfolio Analysis

This series of papers in the RMA Journal provide a basic introduction to all aspects of portfolio analysis.

Other Trade Publications on Retail Lending

Academic Publications on Retail Lending Analytics and Validation