Loan Participations, CECL, Stress Testing, Loan Modeling for Banks and Credit Unions

Santa Fe, NM  |   (505) 490-6094  |

All-in-One Modeling Software
Our ONE simple software suite handles all of your loan model needs: CECL, Credit Risk Forecast, Collections, Valuation, Stress Testing, and Price Optimization.
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An Enterprise Analytics Platform
Reduce your transaction costs by running your own portfolio risk assessment
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Reinventing Lending Analytics
Led by Dr. Joseph Breeden, the inventor of vintage modeling, Deep Future Analytics (DFA) is a world renowned credit risk research group.
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Reinventing Retail Lending Through Advanced Analytical Models

20-21 September 2023 | Bangkok, Thailand

Retail Lending Analytics: IFRS 9, Stress Testing, Pricing, Profitability, and Model Risk Management

Managing risks and improving profits in a world of uncertainties.
Adverse Selection
March 25, 2024
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Capturing Adverse Selection
April 14, 2022
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Classical and Quantum Computing
Mar, 2022
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Quantifying Model Selection Risk
February, 2022
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Guiding AI & ML through the Economic Cycle
January 13, 2022
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What is machine learning good for?
December 2, 2021
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Best in Class Loan Forecasting Solutions

With the advent of new regulatory credit risk requirements, the nation's largest financial institutions are leveraging their resources to go beyond "checking a box," and are gaining market share by deploying new, impactful credit risk modeling strategies.

At Deep Future Analytics (DFA), we feel smaller community banks and credit unions shouldn't have to lose opportunities because their overwhelmed, overworked loan managers lack the resources and time to best utilize loan modeling tools.

We've made it our mission to guide our partners in using our best in class Loan Portfolio Strategy Software to optimize loan pricing, collections, risk, and more. Take a look at what sets us apart…


At DFA, our best-in-class solution provides the necessary lifetime loss forecasts for CECL, but also gives you accurate and actionable information for portfolio management, account management, and loan pricing. All of this is wrapped up in an easy-to-use browser-based tool that lets you update your forecasts at will.


DFA provides all types of loan Model Validations, including: CECL, credit scores, collection queuing, price optimization, stress testing, anti-money laundering, or fraud. We also provide a Loan Participation to help you Take Control of your Participations, and Reduce Fees, Improve Price, and Optimize your Portfolio.


The COVID-19 crisis has left financial institutions with great uncertainty on how to budget future losses and balance growth. DFA's Stress Test and Peer Comparison Report will help you best adjust your current and future business plan, while providing intelligence on how to best position your institution relative to your competitors facing the same crisis..

Proud Partner of ProfitStars®,
a division of Jack Henry & Associates®

ProfitStars chose Deep Future to serve their client's CECL and Loan Modeling needs. Together we provide a strong solution with consultative & educational guidance.

Video: Model Alternatives for CECL

DFA conducted a study of eight different CECL models using publicly available data from Fannie Mae and Freddie Mac. Viewers will get a better understanding of Modeling, CECL requirements, and how to choose a model that is the right fit for your institution.

Check out our own Dr. Joe's latest ABA Article:

Dear Congress: Don’t toss CECL out,
work with FASB to amend it

"With some adjustments, the loan-loss accounting standard can be more secure and workable for banks and credit unions … " - Dr. Joseph Breeden, CEO of Deep Future Analytics (DFA)

Helping our Clients Succeed!

At DFA we are Reinventing Lending and helping our clients Succeed in many ways.
Here is what they're telling us:

"We've gained peace of mind now that we manage our loans with the most accurate information achievable"
"We're making confident decisions since maximizing internal/external loan model inputs"
"Stress testing all the economic scenarios helps us prepare for the next recession"
"Knowing the REAL value of our Participations brings the greatest diversification benefit and offer price"
"We're making smarter pricing and risk decisions by introducing the best decisioning intelligence possible"

New! Loan Participation Analytics™

Know the REAL value of your loans and IMPROVE EARNINGS through smarter diversification, more informed pricing, and reduced or eliminated broker fees.

Recent Publications

All publications below were authored by DFA's own, Dr. Joseph Breeden

DFA's Dr. Joseph Breeden Presentation