Risk analytics services for CRE lenders, developers and investors.
Engagements range from a single scorecard build to ongoing portfolio risk advisory.
Bayesian Credit Scorecard Development (PD / LGD / EAD)
Custom scorecards for probability of default, loss given default, and exposure at default, built with your team's own underwriting expertise as the prior and calibrated against relevant industry or internal loss data. Delivered as a working tool your team can use directly — not just a report.
CRE Portfolio Risk Assessment
Deal-level and portfolio-level default risk assessment across property types, markets, sponsors and loan structures, identifying concentration risk and the specific drivers behind elevated-risk positions.
Basel / IFRS 9 Model Validation & Governance
Independent review and validation of internal credit risk models against Basel IRB and IFRS 9 expected-credit-loss requirements, including documentation, back-testing, and governance frameworks credit committees and regulators can rely on.
Stress Testing & Scenario Analysis
Cashflow and covenant stress-testing across base, downside and upside scenarios — interest rate shocks, vacancy, and exit-value sensitivity — surfacing where and when a portfolio's coverage would actually break.
How engagements typically work
A short conversation about your portfolio, existing models, and what decisions the work needs to support.
A defined engagement — a scorecard, a validation review, or a portfolio assessment — with clear deliverables and timeline.
Documentation, training, and (where relevant) a working tool your team owns and can run independently.