Leka Research Institute

Leka Research Institute is a leading expert in Model Validation, Quantitative Analytics, Enterprise Risk Management and Internal Audit. Specifically, we help financial institutions, and health care insurance companies audit and validate various risk models for internal compliance and regulatory purposes. We are built on a solid foundation of 15+ years of experience in the financial services industry through successful delivery of risk management and advisory solutions. Over 50+ Model Risk Management (MRM) groups struggling with regulatory, model risk and compliance feedback have benefited from our services, which are: - Internal Audit and Risk Advisory - Model Validation - Model Governance and Implementation - Mortgage Prepayment & Mortgage Default Analysis - Model Development (PPNR, CECL, Wholesale Credit Risk and Retail etc.) - Technical Writing/Documentation Review We do this using a combination of machine learning techniques (including regression analysis, probability models such as logistic, probit and Tobit Regressions) and other data science methods. We have also built mortgage prepayment, market risk and pre-provision net revenue (PPNR) models for clients. Contact us to learn more about our services.