At Prescio, we have developed a suite of proprietary financial products that are used for benchmarking during our model validation process. These benchmarking products cover a wide spectrum of risk modeling requirements.

Our Operational Risk model is based on the loss distribution approach. We’ve developed an extensive expected loss model for retail portfolios (HELOC, Mortgage, Equity, and Non-Equity EL models). This approach generates individual models for Probability of Default, Loss Given Default, and Exposure at Default.

We’ve also developed a Markov chain based retail Loss Forecasting model for mortgages, consumer loans, and other loan products. Our proprietary models also include a commercial Asset Quality Forecast model, Loss Equivalent Quotient model, Credit Migration model, and a Loan Loss Mitigation product among others.

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