Western Quantitative Risk Management
QUANTITATIVE SOLUTIONS FOR
FINANCIAL RISK MANAGEMENT
Various options for CECL model development, implementation and maintenance including
off-the-shelf models, historical performance data and customized models. Supports for CECL modeling theory, methodology, design, testing and validation.
Services for macroeconomic data and models, loss forecasts, credit models, risk-based price, loan portfolio optimization, credit threshold designs, regulatory requirements and documentation.
Design, implementation and maintenance for risk data infrastructure including cloud data platforms, new data source for decisioning, decision process designs and impact analyses.
The Western QRM focuses on financial risk management using quantitative methodology. Our team worked in the financial industry for decades and is in possession of extensive financial and analytical experiences. Our team members have been trained in quantitative/analytical fields with advanced degrees up to Ph. D. With access to massive economic and financial data, our mission is to help financial institutions to forecast and control their losses and to increase profitability in a predictable and sustainable way.