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Strategic Analytics Introduces Sapphire – Pooled Portfolio Dynamics

Santa Fe, NM | June 13, 2007 – Strategic Analytics recently introduced Sapphire, a program of risk-oriented benchmarking studies that benefit retail lenders by providing:

  • Enhanced performance evaluation
  • Better portfolio management versus the macro economy
  • Improved risk information for internal modeling
  • Better-informed identification and selection of management actions
  • More robust economic response models

Each Sapphire study supplies retail lenders with robust and comparable performance benchmarks for a specific loan product and national geography. The first Sapphire study, the US Auto Group Study, was launched in April 2007. Further studies will be initiated during 2007.

Based upon monthly vintage-level portfolio data, Strategic Analytics calculates benchmark results for a variety of portfolio risk variables, such as delinquency rates, bankruptcy rates, and Basel II metrics. Lenders that participate in each study receive quarterly Sapphire Reports that compare their individual results to the average results of all other participants and reflect:

  • Exogenous Impacts – the performance impact of macroeconomic effects and seasonality.
  • Maturation and Vintage Quality Impacts – the performance impact portfolio seasoning and vintage quality.

Only qualified lenders that contribute to the Sapphire database receive benchmark outputs. All information is securely safeguarded—our analysis and reporting makes it impossible to "back-out" individual participant's results.

For further information on Sapphire or a particular study, please contact: sales@strategicanalytics.com.

Strategic Analytics develops and markets innovative analytical software applications that enable banks, consumer finance companies and mortgage lenders to build and manage more profitable and less volatile loan portfolios. Our software products are used for scenario-based loss and revenue forecasting, portfolio stress testing, and economic capital. Each application is designed specifically for the unique modeling considerations found in retail lending. SA's software installations analyze over $1 trillion in retail loans worldwide.
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