We develop custom financial models for forecasting loan and portfolio performance, including balances, cash flows, delinquencies, and expected losses. Our team supports whole loan and MSR valuations across various market conditions.
- Customized performance projections
- Prepayment and default curves
- Loss forecasting and reserve requirement analysis
- Whole loan, MSR, and structured asset valuations
- Stress testing under alternative scenarios
- Model validation and documentation
- Stress Testing
- Model Validation Services
We provide expert assistance throughout the life cycle of loan, MSR, and structured securities transactions—from diligence to closing.
- Bid preparation and evaluation
- Asset sales, securitizations, and cleanup calls
- Transaction documentation review
- Operational and loan-level due diligence
- Custom valuation model development
We offer proprietary data platforms and client-custom analytics for agency and non-agency mortgage portfolios. Our tools enable granular exploration and cohort-based analysis.
- Agency and non-agency loan data platforms with interactive filtering
- Portfolio analytics for client holdings
- Custom prepayment and credit scoring models
- Specified pool and credit transaction analytics
We assist law firms and clients with expert-level financial analysis, reporting, and testimony in complex litigation matters. Our team produces defensible analytics used in expert reports, rebuttals, and court testimony.
- Forensic and historical financial analysis
- Customer and transaction file review
- Expert and rebuttal report preparation
- Pre-litigation consulting and damage modeling
- Collaboration with legal and litigation specialists
We conduct detailed forensic investigations, supporting litigation, regulatory response, and internal inquiries. Our services are frequently used by law firms, lenders, and government entities.
- Fraud investigation and financial forensics
- Customer and asset file due diligence
- Litigation and bankruptcy support
- Regulatory compliance reviews
- Insurance claims, insolvency, and OSINT research
Analyst developing AI system in secure environment
BGLP helps clients understand and evaluate artificial intelligence platforms—especially Retrieval-Augmented Generation (RAG) systems—used for internal search, decision support, and customer-facing tools. Our role is advisory: we explain the components, assess feasibility, and help organizations prepare to safely and effectively use AI within complex regulatory or operational environments.
- AI strategy and use case evaluation
- RAG system architecture and component explanation
- Document and data readiness planning
- Vendor landscape and capability review
- Governance, risk, and compliance considerations
