Portfolio Stress Testing
Sound risk management practices include the ability to prepare a forward assessment of the potential impact of future adversity on the financial condition of a bank or credit union. Our Stress testing will do this.
Anticipate
Anticipate market impacts on your current portfolio
Optimize
Optimize the return on your future investments and operations
Protect
Protect customer and institutional assets and liquidity
We combine backgrounds from the FDIC, Treasury Department, private sector banking, and academic institutions. As the leading expert in the RMBS fallout in the last decade, our experts examined the factors that should have alerted originators to future default risk in stressful times; reviewed the efficacy of due diligence on loan-underwriting and flags that were missed; and testified in courts throughout the U.S. regarding the losses in thousands of securitizations. Our underwriting experts supported this work through review of over a quarter-million loans.
We serve banks, credit unions, and regulators with stress testing, modeling of returns during hard times and bad economic conditions, and provide underwriting, loan review, due diligence, and collateral valuation services.