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Portfolio

Prescio does work for large international and regional corporations, banks and financial firms, energy and utility companies, real estate firms, government, higher education, healthcare and non-profit organizations. We have an extensive portfolio that showcases work completed in the United States, United Kingdom, Belgium, Finland, India, Malaysia, Philippines, and Japan. Our services include, but are not limited to fundamental micro and macro-economic analysis, complex quantitative, strategic, and tactical tools (such as asset-liability management), business process engineering, system implementation, and custom software development.

  • All
  • Risk Management
  • Financial Modeling
  • Systems Administration & IT
  • Data Administration
  • Software Development
  • Financial Technology

Model Validation – Credit Risk

Applications

Financial Modeling

Risk Management

Model Validation and Remediation Plans

Financial Modeling

Risk Management

Model Validation and Development of Model Performance Monitoring Matrix

Financial Modeling

Risk Management

Development of Early Warning Indicators and Liquidity Stress Models

Financial Modeling

Risk Management

Automated Valuation Model (AVM) Validation for a major US bank

Featured

Risk Management

SBSS Based Credit Scoring Model Development Documentation

Featured

Risk Management

Prescio Loan Quality Forecast System (PLQFS)

Applications

Software Development

Risk Management

Vendor Risk Gap Analysis (VRGA)

Applications

Software Development

Risk Management

Value at Risk (VaR) Application

Applications

Risk Management

CCAR Stress Testing for a major U.S. bank

Featured

Risk Management

Deposit / NII / NIX / Off Balance Sheet Asset models

Featured

Risk Management

Operational Risk economic capital model

Featured

Risk Management

Operational Risk Copula model

Featured

Risk Management

Retail Loan Loss Forecasting model

Featured

Risk Management

LIFO to FIFO financial statements conversion for major international bank

Featured

Risk Management

Mortgage loan loss mitigation model development for a major Canadian bank

Featured

Risk Management

Validation of advanced measurement approaches theory – Operational Risk Model

Featured

Risk Management

Construction real estate loan disbursement process proposal for auto manufacturer

Featured

Risk Management

Risk management methodologies of Basel II Accord applied for major European Bank

Featured

Risk Management

Loss and credit quality migration analysis for commercial and consumer loans

Featured

Risk Management

LAN based application software and asset quality forecasting model for global banking institution

Featured

Systems Administration & IT

Risk Management

Analysis of historical weather data for US energy and weather institution

Featured

Risk Management

Commercial portfolio credit migration model and application software upgrade

Featured

Financial Technology

Risk Management

Comprehensive study of B2B commerce in Asian for a major Asian transportation company

Featured

Risk Management

Customized loan portfolio valuation model and application for regional bank

Featured

Risk Management

Validation of advanced electricity pricing models for major US utility company

Featured

Risk Management

Comprehensive research study on the feasibility of call centers for Asian conglomerate

Featured

Risk Management

Load profiling model and application for aggregating present and future customers

Featured

Risk Management

Customized derivatives pricing software developed for major electric utility company

Featured

Risk Management

Primary Source Breakeven Analysis (PSBE)

Applications

Risk Management

Retail Lending Loan Forecasting Model (RLLF)

Applications

Risk Management

Operational Risk Model Application (OpRisk)

Applications

Risk Management

Probability of Default Model (PD Model)

Applications

Risk Management

Loss Given Default Application (LGD)

Applications

Risk Management

Loss Equivalent Quotient Model Application (LEQ)

Applications

Risk Management

Loan Migration Model Application (LMM)

Applications

Risk Management

Loan Loss Mitigation Model (PLLM)

Applications

Risk Management

Asset Quality Forecast Model Application (AQF)

Applications

Risk Management

USAT Excel Application With Moody’s Risk Analytics (LIFO to FIFO)

Applications

Risk Management

Retail business restructuring and deregulation analysis for a major utility company

Featured

Risk Management

Using generalized flexible time series model to analyze returns at a major trading company

Risk Management

Quantitative analysis to support new energy trading operations at major financial trading firm

Risk Management

Commercial PD/LGD/EAD

Featured

Financial Modeling

Pre-Provision Net Revenue Model Validation (PPNR)

Featured

Financial Modeling

Debt Security Risk Model Validation (SRM Debt)

Featured

Financial Modeling

Commercial and Industrial Validation (C&I)

Featured

Financial Modeling

Commercial and Industrial Asset-Based Lending Credit Risk Model Validation (ABL)

Featured

Financial Modeling

Loss Given Default Credit Risk Model Validation (LGD)

Featured

Financial Modeling

Probability of Default Credit Risk Model Validation (PD)

Featured

Financial Modeling

Acquisition, Development and Construction Risk Model Validation (ADC)

Featured

Financial Modeling

Equity Security Risk Model Validation (SRM Equity)

Featured

Financial Modeling

Liquidity Coverage Ratio (LCR) Model Validation

Featured

Financial Modeling

CD Rate and CD Early Withdrawal Model Validation

Featured

Financial Modeling

Loan Loss Mitigation Modeling

Featured

Financial Modeling

Mortgage Portfolio PD, LGD, EAD and Expected Loss Model Review

Featured

Financial Modeling

Basel II AMA Operational Risk Model Review

Financial Modeling

Model Update, Redevelopment, and Sensitivity Analysis of PPNR for US Bank

Featured

Financial Modeling

Unsecured Business Line Behavior Scorecard Model Review

Financial Modeling

HELOC Probability of Default, Loss Given Default, Exposure and Expected Loss Model Review

Financial Modeling

Custom loan portfolio valuation model and software application for regional US bank

Featured

Financial Modeling

Prescio Field Encryption Application

Applications

Data Administration

The Prescio Dashboard (Matrix)

Applications

Data Administration

Asset Data Mart (ADM) for U.S. Based Hedge Fund

Data Mart

Data Administration

The Prescio Data Migration Wizard

Applications

Data Administration

Interactive Voice Response (IVR) software utility for automated support

Featured

Data Administration

Enterprise Program Plan Application (EPPA)

Applications

Software Development

Prescio Internal Dashboard (PID)

Applications

Software Development

Database and custom software development for Indian manufacturer

Software Development