Predictive Modeling

Predictive modeling is a primary competency for Berkshire. We maintain proprietary models used as part of our advisory services and are also adept at building custom models for our clients.

Many of the assumptions used in our modeling are derived from our massive industry databases, which track monthly performance on roughly 100 million active residential mortgage loans, and historical monthly performance data on another 150 million residential mortgage loans no longer outstanding. Additionally, we track monthly performance data on automobile loans, peer-to-peer loans, and other consumer loans, as well as various macroeconomic factors correlated to or directly impacting borrower behavior and the performance and value of loans. All this so you can become more aware of opportunities to increase the return and reduce the number of loans in the portfolio that are charged off.

Berkshire transforms data into meaningful insight that allows you to make informed decisions about your investments. We help our clients to analyze the past, understand the present, and predict the future by providing reliable statistical models.

Primary services include:

  • Loan level performance
  • Financial asset valuation
  • Loss forecasting and reserve analysis
  • DFAST and CCAR stress testing
  • Transaction support services
  • Specialized model building
  • Securitization trustee support services
  • Model validation services