To receive our newsletter updates, fill-in the following form.

* required

Email Address: *

First Name:

Last Name:

Prescient Models posts news and insights as they arise. Join our mailing list to stay up-to-date.

• Predicting Economists: Generating Scenarios for Stress Testing Future Loss Reserves, 7 Jan 2020

• In Regards to Proposed Rule 10-17-19 Interagency Policy Statement on Allowances for Credit Losses, 15 Dec 2019

• The Model Risk Managers International Association is Formed, 9 Nov 2018

• 2018 NYU Stern Fintech Conference Panel Discussion: Using Alternative Data for Credit Assessment and Payment, 8 Nov 2018

• CECL Procyclicality: It Depends on the Model, 19 Aug 2018

• Current Loan Demand and Credit Cycle Trends, 8 Aug 2018

• Which CECL Model Should we Use? 23 Jul 2018

• Model Risk Management for CECL, 29 Mar 2018

• The Next Cycle, 12 Jul 2017

• The Deep Future Analytics CECL Study: Alternatives, Impacts, Accuracy, and Complexity, 16 Mar 2017

• One model to rule them all, 3 Oct 2016

• The Next Credit Cycle in Housing, 23 Jun 2016

• FASB's new CECL comments could be..., 7 Apr 2016

• Scenario-driven Futures, 11 Feb 2016

• CECL: The new accounting standards and the evolution of credit unions, 6 Jan 2016

• Vincast: Analytics in Wine Valuation, 12 Aug 2015

• Model Risk Management, 23 Jun 2015

• Reinventing Retail Analytics, 2 Mar 2014

• Commercial Real Estate Model, 15 Oct 2013

• Modeling Implications of FASB's proposed changes, 28 Mar 2013

• Retail Lending Globally, 8 Jan 2013

• Housing Affordability Index and Credit Risk, 6 Apr 2012

• How Consumer Demand Drives Credit Risk, Jan 29 2012

Copyright © 2020 Prescient Models LLC. All rights reserved.

• Home
• About Us
• Services
• Events
• Publications
• Partners
• Blog