• Call Report Driven - No Need to Provide Data

  • Up to Date Economic Indicators

  • Quick Turnaround

  • Peer Comparisons

A Reliable Team

We understand credit unions, DFA is a CUSO founded by Dr. Joseph Breeden and Nuvision FCU. Dr. Breeden, the inventor of vintage modeling, has written over 50 books and trade publications on credit risk modeling. He has created numerous financial models in his 25+ years, including the Mexican Peso Crisis, Asian Economic Crisis, 2001 Global Recession, Hong Kong SARS Recession, US Mortgage Crisis, and the Global Financial Crisis.

A Proven Process

Credit Union's need a model they can trust. DFA created leading stress testing applications before CCAR and DFAST existed. These models were CECL compliant before FASB saw a need. The models are battle tested and proven through multiple business environments, and all clients can run COVID-19 Stress scenarios from our proprietary economic scenario generator, ScenarioAI.

An Actionable Report

We understand data can be overwhelming so we start from a high level and provide you with simple drill downs. Examine risk exposure by product and by state, then drill down to Open Accounts and Charge-Offs. Take it a step further and examine mild, adverse and severe scenarios. Finally, understand the impact on your P&L, including: Outstanding Loans & Leases, Loan-to-Share, Net Income, and more.

ADAPT and move on

You shouldn't have to delay big business decisions because you're uncertain of the future

Things are changing fast and the uncertainty is greater than any we have seen in our lifetime. The range of possible impacts of COVID-19 on our financial well-being is greater than any previous event on record. As credit union managers ourselves, we understand how today's uncertain times can leave you at a stand-still. It doesn't have to be this way

We're here to help you take back control.

Our Customized Solution

COVID-19 Recession Sensitivity Report

Deep Future Analytics (DFA) has created the COVID-19 Recession Sensitivity Report using your call report data and key economic indicators including those affected by COVID-19.

DFA’s COVID-19 Recession Sensitivity Report creates stress tests for key portfolio metrics using its econometric models and economic scenarios: mild, adverse, and severe. Credit Unions will have product-level quarterly forecasts of loan and deposit volume growth, delinquency and losses, and key P&L metrics. Also included is a much-needed view of how your peers are performing and expect to perform in the same categories and metrics.

If you're considering an even more detailed view, we provide a best-in-class, account-level, scenario-driven, cash flow engine within our Prescient Manager Software™ to support a broad range of applications including forecasting, stress testing, pricing optimization, loan participation valuation, and portfolio optimization.

With DFA’s COVID-19 Recession Sensitivity Report
you will have insight into:

Your risk exposure. By product by state.
For your Credit Union by mild, adverse, and severe scenarios.

When and where should our CU start making loans?
You know your exposure. What new loans are good to make?

How’s my P&L going to look?
Outstanding Loans & Leases, Losses, Deposits, Loan-to-Share Ratio, Revenue, Expenses, and Net Income by DFA’s three scenario perspective.

How are my peers doing in this recession?
Compare your actuals and forecasts to your peers.

Considering all the moving parts, anything else our CU should be doing?
Drilling down into the detail of your Open Accounts, Charge-Offs, and P&L by DFA’s three scenarios, you’re equipped to make good decisions.

FAQ's - Including Pricing and Terms

How often will I receive the Recession Sensitivity Report?
You will receive the report either quarterly or monthly.

What is the annual cost of the report?
The cost for quarterly is $4,500 and the cost for monthly if $6,750.

How many peers may I review?
You may review up to ten peers.

Do you have an example of what the report will look like?
Yes, give us a call. We will send it and review it with you.

What is the difference between the Recession Sensitivity Report and Prescient Manager?
The Recession Sensitivity Report is based on your data at NCUA. Prescient Manager used your account-level data to support a broad range of applications including forecasting, stress testing, pricing optimization, loan participation valuation, and portfolio optimization.

How often are the scenarios updated?
About every two weeks.

How accurate are the scenarios?
Our scenarios are meant to give you a range of possible outcomes, so that you can make your best decision, given your individual Credit Union circumstances.

I am interested in Pricing and Portfolio Optimization. Can I do these with Prescient Manager? What about Loan Participation?
All of these except Loan Participation can be done with Prescient Manager. Loan Participation is an add-on feature.

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