Enhancing current expected credit losses (CECL) modeling and validation
Here, we cover best practices for financial institutions to prepare for CECL model validation and share insights we have gained.
Recapping the 2025 markets
As the year comes to a close, we recap the 2025 market fluctuations and look ahead to the Fed's reinvestment strategy for the coming year.
Community banks: Performance and planning lead to a performance consulting suite
The combination of financial analysis and performance metrics is often known as a performance consulting suite, which begins with forecasting and budgeting systems.
Why private equity leaders are moving to outsourced fund administration
Here, we explore why private equity leaders and investment managers continue to outsource private equity fund administration.
Data quality in interest rate risk models
Learn how to improve input accuracy to prevent unreliable or incomplete data that can impact your interest rate risk model's performance.
DUS bonds: An effective strategy for a steepening yield curve
A cooling economy and declining labor market increase the likelihood of rate cuts this fall. Here, we review how DUS bonds can benefit your bond portfolio.
Capital stress testing: Preparing for the next recession
Examiners need stress tests to identify risks. Here, we perform stress tests for moderate and severe recessions to help understand the impact on a balance sheet.
How to evaluate your investment strategy after a Fed rate cut
Here, we discuss the value of a bullet bond investment strategy during time of declining interest rates.
Roll with the changes: Preparing your ALM model for economic shifts
The U.S. economy is on the cusp of a change in monetary policy. Is your interest rate risk model aligned with potential changes?
