Digital Assets Products & Market Infrastructure
CONSULTING SERVICES
Independent, quantitative assessment of credit modeling.
Mortgage & Credit Analytics
Benchmarking, stability, calibration, governance, and modernization roadmaps.
OVERVIEW
SEDA's Mortgage & Credit Analytics practice provides independent quantitative assessment of credit and mortgage models — covering performance, calibration, stability, and governance — for lenders, servicers, investors, and regulators.
Our practitioners have deep experience in residential and commercial mortgage analytics, consumer credit scoring, CECL/IFRS 9 allowance modeling, and structured credit analytics.
We support clients through model validation, regulatory examination preparation, model modernization, and litigation matters involving credit model performance or governance.
WHAT WE DELIVER
Credit model benchmarking and performance assessment
Stability and sensitivity analysis
Calibration and discrimination testing
CECL / IFRS 9 model review
Model governance assessment
Modernization roadmap development
Typical deliverables
What to expect from an engagement.
01
Credit Model Benchmarking Report
Independent benchmarking of model performance against alternative approaches, peer models, and regulatory standards.
02
Stability Analysis Report
Assessment of model stability across time periods, economic cycles, and portfolio segments.
03
04
Modernization Roadmap
A phased roadmap for credit model modernization, covering rebuild priorities, data requirements, and implementation sequencing.
Governance Assessment
Review of credit model governance, documentation, change management, and ongoing monitoring against regulatory expectations.
CREDIT MODEL TYPES
Credit model expertise across the full lifecycle.
From origination scorecard development to CECL allowance modeling to structured credit analytics, SEDA's credit analytics team has built, validated, and examined credit models at scale.
Application and behavioral scorecards
PD / LGD / EAD models (IRB)
CECL and IFRS 9 allowance models
Residential and commercial mortgage models
Consumer and SME credit models
Structured credit and CLO analytics