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Behavioral Modeling Research

A key element in reengineering a client's risk processes into a best practice operation is full access to the Behavioral Modeling Research group at QRM. This group works with clients to develop specialized behavioral models in order to estimate how the customers of a client will respond to changes in market and economic conditions. Among the types of modeling QRM assists with are models for prepayments, fallout, deposits, and credit events.

The Behavioral Modeling Research group is comprised of individuals with advanced degrees--from leading universities--primarily in Finance, Economics, Mathematics, and Analytical Finance.

A partial list of the research activities QRM may be involved with as part of any engagement include:

  • QRM's deposit model methodologies calibrated to clients' data
  • QRM’s prepayment model methodologies calibrated to clients' data
  • Custom fallout analysis based on clients' data (for Mortgage Banking clients)
  • Generic managed-rate and account volume (deposit) functions derived from national average data on liability account rates and volumes

Click here for an example of QRM's applied research.

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