MST Shadow Loss Analysis allows financial institutions to test different models, methodologies, and assumptions in an automated, parallel environment using actual data.
Run your current model parallel with one or more alternate methodologies.
Compare different models with a variety of assumptions, leveraging your own data.
Choose the best model for your institution through testing in an automated environment.
Choose your model or models. Manage loss rate methods, roll-rate methods, probability-of-default methods, or methods using vintage or other cohorts.