Learn how climate-related financial risk can significantly affect Financial Institutions. FRG explores its impact on banks, using scenario analysis to illustrate effects on loan portfolios.

There are three considerations an FI should address when considering methodological integration of ECL onto a stress test platform. In part three of this series, FRG examines how credit loss in the ECL process can leverage the changes in the credit risk profile of a portfolio during a stress scenario.

Integrating an ECL process onto a stress test platform requires careful consideration of several steps, including which scenarios to use and how to define scenario weights. Download this paper to read an overview of the reasoning and decisions FRG made as we implemented our CECL process onto an internal stress test platform.

Download this technical paper that explains FRG’s pacing model which uses PCF cash flows along with non-linear optimization to help clients construct their pacing plans.

A Climate Risk susceptibility framework can help your Financial Institution estimate the credit risk impacts of climate risk on your portfolio. Download FRG’s customizable Framework for Consumer Lending (PDF) to get started.

The global economy is changing rapidly as a result of the Coronavirus Pandemic. As new data has become available, FRG is releasing an updated version of our Pandemic Economic Scenario to help businesses assess and respond to the impact of COVID-19 on their operations. Download this file which provides two scenarios – a pandemic shock scenario based on control of the virus by the end of Q2 2020, and a pandemic recession scenario based on control of the virus not happening until the end of Q3 2020. The file also contains a SAS data set.

FRG has received a number of requests from market participants to help them interpret the impact COVID-19 may continue to have on their businesses. In response, we are offering our Pandemic Economic Scenario for download at no cost. The Scenario contains forecasted macroeconomic variables, for use as-is or with your company’s modifications. The zip file also includes a SAS dataset.

Scenario Analysis is a useful exercise that can help companies with their strategic planning. Download this white paper by Jonathan Leonardelli to read how FRG’s VOR Scenario Builder solution streamlines scenario creation to make it easier for companies to use this process more often.

Download this one page guide to FRG’s VOR Scenario Builder, which helps companies determine their exposure to economic events.

Download this white paper that explores how accurate modeling of probable Private Equity and Private Debt cash flows can help investors make informed secondary market business decisions.

Download our overview brochure for an in-depth look at who we are and what we can do for you.

Download this one-page guide explaining our new world-class technology solution for financial institutions facing CECL requirements.

Download this white paper discussing methodologies for achieving the “reasonable and supportable” expected credit loss forecasts required by FASB.

Download this white paper exploring the shift in risk management approaches brought about by the new CECL standard.

Download this white paper improving on existing modeling efforts undertaken to address investors’ need for Private Capital cash flow information, and some of the methodology applied to achieve the results.

Download an overview brochure about the VOR (Visualization of Risk) platform designed to help money managers better understand their portfolio risk and performance.

Download this brochure for more information about FRG’s VOR Private Capital Forecasting (PCF).

Download this brochure for more information about FRG’s VOR Risk Premia portfolio management tool.

Download this brochure for more information about FRG’s VOR performance and attribution engine.

Download an article that explores a potential solution to the problem of accurately forecasting capital call and distribution probabilities.

FRG Principal Dr. Sanjiv Talwar and Stuart Turnbull explore how firms can benefit by exploring stress testing to examine a wide array of issues in this paper, originally published by the Global Risk Institute.

Download this white paper that examines how technological advances can create create more efficient process and risk controls.

Download the first in a series of journal articles exploring the New Machinists and their Artificial Intelligence and Machine Learning tools.

Download an issue of the New Machinist Journal examining how Machine Learning could be applied to Trade Desk Surveillance, an area of risk management.

Download an examination of the New Machinist’s process flow.

Heatmaps are a visualization technique to help build insight from available data. Download the latest issue to see how they fit in the New Machinist’s toolkit.

Dendrograms are a visualization tool that allows one to view the similarities among objects in addition to the “strength” of the similarity, and are a common addition to heatmaps. Download the latest issue of the New Machinist Journal to see how they can be used together to help identify relationships.

Download this white paper that examines how new technology can help monitor and detect problems at the trade desk.

Download a paper by Dr. Jimmie Lenz that presents potential solutions for companies facing technological and demand changes in the U.S. Electricity Generation industry. Part 2 of 2.

Download a paper by Dr. Jimmie Lenz that examines the economics for companies that generate and distribute energy. Part 1 of 2.

Download a paper by Dr. Jimmie Lenz examining the use of commissions, bonuses, and other incentives to motivate salespeople.

Download information about FRG’s Platform Services team, which provides a range of outsourced technology operations for your company’s risk products.

Following a standard lets you focus on investment performance, rather than on its measurement.

Download a white paper prepared by Jeff Dyson, senior consultant, to learn how the updated batch deployment utility in SAS Data Integration Studio 4.901 gives the ETL Tech Lead a more efficient and repeatable method for administering batch jobs.

Download a white paper prepared by Andrew Gannon, risk consultant, to learn more about PMML language and its terminology, as well as an introduction to the PROC PSCORE method in SAS.

Evaluation of Basel I, II and III

GIPS Standards help ensure a standardized approach to tracking the performance of an investment portfolio.

Download an overview of Solvency II regulations and how FRG can help.

How handling missing data can impact parameter estimation and risk measure.

Allows administrators to test SAS infrastructure for a Flex application deployment.

Download FINCAD’s F3 SDK Brochure to find out more about their new, revolutionry technology.

Download a case study authored by FINCAD, describing integrated services that FRG has provided to their clients.

Download an overview of Dodd-Frank regulations and how FRG can help.

Download a white paper prepared by Jonathan Leonardelli, FRM, covering the implications of the Dodd-Frank act for risk professionals.

Download a customer success story authored by SAS, describing projects delivered jointly with FRG to BB&T.

Download an overview of the Basel III regulations and how FRG can help.