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Portfolio Analysis and Fundamentals – General

Hierarchy of Payments, March, 2005

PA Delivers Portfolio Case Study for the World's Largest Computing Project, Signals, Winter 2001

Tomorrow Will be Different: Quantifying the Reality of Consumer Dynamics, Signals, Spring 2001

Tools from Nonlinear Dynamical Systems Theory Offer New Methods, Signals, Spring 2002

Portfolio Analysis and Fundamentals – Financial Services

Retail Portfolio Optimization, RMA Journal, October 2006 [pdf, 816k]

Portfolio Forecasting Tools: What You Need to Know, RMA Journal, October 2003

Projecting Portfolio Performance: Improved Diagnostics Become Critical in the 21st Century, Signals, Spring 2003

Retail Loan Portfolio Dynamics: Becoming a Better Vintner, RMA Journal, September 2002

Segment-Level Portfolio Behavior and the Science of Forecasting: Current Practice and Emerging Promise, Signals, Spring 2003

Steering Portfolios on a Steady Course: Tools and Techniques for Tougher Times, Signals, Autumn 2001

Vintage Sensitivities – Measuring the Quality of Originations, Signals, Winter 2001

Watch Out When Using Credit Scores to Drive a Forecast, Signals, Spring 2003

Weathering the Economic Storm: Mexican Crisis Experience Illustrates Need for Advanced Analytics, Greater Portfolio Intelligence, Signals, Winter 2001

Scenario-based Forecasting for Retail Portfolios

Stress Testing 2004-05 Retail Originations, RMA Journal, September 2004

Application of Scenario-based Forecasting to Retail Loan Portfolio Analysis, Signals, Spring 2004

The Basics of Scenario-based Forecasting and Planning, Signals, Spring 2004

Visibility and the Practice of Scenario Creation: Analytic Methods Focus on Core Uncertainties, Environmental Shifts, Signals, Autumn 2001

Economic Capital Estimation for Retail Lending

Universal Laws of Retail Economic Capital, RMA Journal, March 2006

Computing Economic Capital via Portfolio Simulation, Signals, Spring 2002

Industry Examples, Industry Expert Views and Analysis

As the Economy Turns: There Are Trustworthy Forecasting Indexes CIOs Can Use to Time Their Business Decisions Accurately, Optimize, June 2004

How Accurate Are Private Sector Forecasts – Cross-Country Evidence from Consensus Forecasts of Output Growth, IMF Working Paper, April, 2000 [pdf, 878k]

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