Deposit Forecasting and Stress Testing

As a part of the independent model validation process, Prescio helps institutions improve their balance sheet management capabilities. We have deep expertise in both building and validating ALM risk models.

Our focus is to understand the mathematical approach used to construct the models and validate not only the methodology, but also the analytical steps in the model development process.

We can identify shortcomings in existing approaches and have been engaged to develop next generation deposit forecast models of which are enabled to perform with greater efficiency and effectiveness.

Related Links