We offer decades of experience in model development, documentation, testing, and review in the following areas: 

Anti-Money Laundering/Sanctions

• AML transaction monitoring (TM) including testing and optimization

• Proprietary algorithm for TM sample size determination

• Sanctions screening

• Know-Your-Customer/Consumer Due Diligence

• Negative news/adverse media

• Risk Assessment

• Coverage assessment including red flags, typologies, and risk-to-rules mapping

Credit Risk

• Retail and commercial probability of default, exposure at default, and loss given default

• Delinquency transition

• Current Expected Credit Loss

• Settlement risk

Market risk

• Interest rate term structure

• Derivatives potential future exposure and credit valuation adjustment

• Mortgage prepayment

Risk-based capital

• Value at Risk

• Basel asymptotic single risk factor

• Defined scenario approaches