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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