Capabilities
Four domains, one standard of evidence.
We work in four areas. Each has its own page describing the work we can take on, how we approach it, and what an engagement produces.
Credit
Underwriting, cash-flow analysis, securitized credit, loan and collateral data, valuation.
Credit → 02Equity
Factor research, structured equity, bespoke indices, portfolio analysis.
Equity → 03Macro
Nowcasting, economic data, indicators, regimes, cross-asset questions.
Macro → 04Balance Sheet
Interest-rate risk, deposit behavior, stress testing, liquidity, asset-liability questions.
Balance Sheet →Who we work with
Banking institutions
Finance, treasury, risk, and ALM teams working on interest-rate risk, deposit behavior, stress testing, liquidity, and credit. Usually Balance Sheet and Credit questions.
Investment managers
Hedge funds, asset managers, and structured credit teams working on factor research, bespoke indices, securitized credit, and macro. Usually Equity, Credit, and Macro questions.
How an engagement can be scoped.
- Focused analytical sprintA bounded question, a few weeks, a review pack.
- Custom model buildDocumented code, assumption register, validation.
- Research projectMethod note, figures, and the data behind them.
- RetainerStanding capacity for recurring questions.
- Research and data partnershipShared datasets and joint method work.