Analytics in Economics & Finance

Advanced Analyses and Modeling in Economics and Financial Market

Our consultants are active researchers having publications in finance, marketing, and accounting as well as hands-on experience of processing financial market data and utilizing advanced statistical methodologies and modern financial models to meet clients' needs for monitoring market risk exposure, estimating credit risk exposure, asset valuation, and regulatory compliance.

Analytics in Financial Market

Our consultants processed financial market data, including spread rates, yield curve, FX spot rates, FX volatility data, option data, and commodity data, from private providers and public agencies, performed missing value imputation and error cleansing, and converted unstructured data into well-defined structured data, for example, 10-k filing data to structured data used for fraudulent detection model.

Our consultants worked on model development and model validation for models of financial market, e.g. capital market model, mortgage rate index models, interest rate model, equity valuation model, and credit risk models, using financial market data from private providers and public agencies and performing data cleansing, e.g. missing value imputation and error correction, and transforming unstructured data, e.g. 10-K filings, into structured data.

Analyses of Financial Regulation

Our consultants have made critical contributions in exchange regulation and surveillance and public policy, using a wide range of empirical methods. Their work often involves assessment of regulatory and other policy initiatives towards stimulating market activity, which has been reviewed in numerous media outlets, including The Economist, The New York Times, the Wall Street Journal, the Globe and Mail, Canadian Business, the National Post, and The New Yorker.

Detection of Fraudulent Financial Reporting

Our consultants have built fraudulent scorecard using financial statement data, e.g. 10-K filings, to identify factors associated with fraudulent financial reporting with machine learning and AI techniques.

Regulatory Compliance

Our consultants assisted clients with capital planning, e.g. capital charge of risk weighted assets according to regulations, e.g. Basel II and SR 15-19, and provided regulatory compliance support of model validation of credit risk models for CCAR and DFAST.

Marketing Modeling and Effectiveness Enhancement

Our consultants have built marketing models to enhance marketing effectiveness, e.g. response model, approval model, book model, propensity models, and performed market effectiveness analysis using key driver analysis and marketing mix models.

Case Studies