Quantitative Initiatives
Quantitative assessments are the foundation of any intelligent business decision
Origination Credit Decision Models
Origination decisions are based on application and credit information. The credit decisions not only have impacts to credit losses, but also have indications to profit and regulatory compliance. A good system should balance all elements and maximize total returns: revenue, credit losses, information accuracy and compliance risks. Our system includes decision flow, predictive models, cut-offs, data collection, risk based pricing and analytic reports.
Predictive Models
Account level, cohort and portfolio models with internal as well as macroeconomic attributes. Can be used for origination, credit line management and recover decisions.
For economic models, macroeconomic data and variables are leveraged along with credit attributes in the modeling process. The data and attributes are frequently updated to access risk on a timely basis.
Other models include prepayment models, fraud models and other predictive models used in business decisions.
Western QRM is committed to provide high quality solutions for our clients to assess and control financial risks. We believe that the quantitative solutions are the key to manage daily operations of financial institutions which encompass risks, growth and profits. Our solutions are effective and supported by years of experience and research.