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Decision
system construction, validation and regulatory review. |
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To contact us: |
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Is critical
data being thrown away simply
because no one has requested that it be
added to the archive? The wrong answer
to these questions can hamper technological progress for years into the
future. Basel II
“Advanced Practice” designation
hinges on the ability of the institution to validate
internal models over a five-year time horizon. Problems in the data archives will lead to
real impacts on shareholder return. If competitors develop and implement sophisticated
mortgage decision technology, adverse selection in terms of both credit and
prepayment risks will result for
traditional lenders. This
service can be relatively inexpensive and can provide a truly outstanding
cost/benefit relationship. An archive
data review is a prerequisite to construction of credit and/or prepayment
models. This cost will be incurred
prior to any off-the-shelf, generic,
or custom model research or construction.
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Management Consulting Services |
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Mortgage Decision Technologies, Inc. |
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MDT will conduct a survey of the Client’s archive
data elements
for future use.
Are the proper data elements available for loss modeling, prepayment prediction, severity modeling, and
multidimensional risk based pricing?
Are the necessary fields populated with usable data? Are data field definitions
consistent over time? Do means exist
to translate the Client’s archives into usable modeling data sets? |