A regional US bank needed to build a customized consumer loan portfolio valuation model and a user-friendly application software for their retail loan division.

For this project, the client requested various capabilities to be included in the final product. A model was built that could analyze a given consumer portfolio, be able to filter customized portfolios given an original portfolio for different loan variable scenarios, and value the different portfolios and report the portfolio results.

Additionally, the model was designed so that it could compare the values of portfolios created under different loan variable scenarios. The application software developed for the model included capabilities for analysts to perform ad-hoc statistical analysis on the portfolio data as well.