• COVID-19 Crisis:

    Stress Test and Peer Comparision Report

  • A MUST WATCH Webinar:

    When the Government Lifeline Ends
    July 16, 2020

  • Prepare for COVID-19

    Learn More:
    Stress Testing for Pandemics


Video Library

Dr. Joe Breeden, COO and Chief Scientist at Deep Future Analytics, has been the nation’s preeminent modeling practitioner for more than 20 years. He has created models through the 1995 Mexican Peso Crisis, the 1997 Asian Economic Crisis, the 2001 Global Recession, the 2003 Hong Kong SARS Recession, and the 2007-2009 US Mortgage Crisis and Global Financial Crisis.

These crises have provided Dr. Breeden with a rare perspective on crisis management and the analytics needs of executives for strategic decision-making. You have the opportunity to learn more about the unique insights offered through Age-Period-Cohort modeling, and many other modeling functions, with whitepapers, books, and videos from Deep Future Analytics.


July 16, 2020 Webinar

When the Government Lifeline Ends

Image

Session Topics

  • Forecasting models are currently predicting loan losses that are not happening because of the most aggressive government assistance and loan forbearance programs in recent history. ‘What comes after?’
  • We will review the economic drivers of high loss forecasts and other indicators of where government assistance is altering consumer cash flow and behavior. With these in hand, we develop some intuitive methods for computing overlays and arriving at post-assistance projections of future losses.
  • We will also open the session to in depth Q&A on any related topics as we all work through the pandemic impacts together.

April 16, 2020 Webinar

COVID-19 Stress Testing Update

Image

Session Topics

  • Latest Recession Scenarios from ScenarioAI.com
  • Possible adjustments to performance for government assistance programs
  • Potential impacts to CECL "Day 2" calculations
  • Implications of sudden economic changes for robustness of stress test models and scoring models


February 14, 2020 Webinar

Stress Testing for Pandemics

Image

Session Topics

◆ Insights From Modeling During Previous Pandemics
◆ Best Practices for Stress Testing During Pandemics
◆ How to make models that are robust to changing headlines
◆ What to watch for when the stress test becomes the baseline forecast


October 17, 2019 Webinar

Comparing CECL to FAS 5 Reserves

Image

Session Topics

◆ Peer Group Comparisons of CECL Loss Reserves
◆ Comparisons of CECL to FAS5 Results
◆ Why and How to Adapt to these changes
◆ Differences in new allowance for Banks vs. Credit Unions


September 5, 2019 Webinar

Are we in the Worst Point in the Credit Cycle?How Should You Respond?

Image

Session Topics

  • WHY do the worst loans get booked right before the worst economic conditions?
  • WHERE are we in the credit and economic cycles?
  • WHAT immediate actions can we take to prepare?


Modeling Alternatives
for CECL (2018)

Stacks Image 981

Which CECL Model
Should You Use? (2018)

Stacks Image 991


© 2020 Deep Furture Analytics Contact Us