P360 Penrith's Risk Assessment Services provide meaningful insights into the portfolio’s risk composition, as dictated by the intrinsic value and other relevant market data. Penrith’s risk services package is specifically designed to calculate Value at Risk (VaR) at the loan & portfolio level, providing optimal loss coverage analysis. Penrith’s analytical approach provides the portfolio manager with a high-level view of the portfolio’s value and risk, as well as, the portfolio’s loan-level assessment.

ALLL Optimization

• Based on ASC 450 ( Formerly FASB 5) & ASC 310 ( Formerly FASB 114 & 15); audit and regulatory compliance; and standardization of practices.
• Forward-looking analysis of Credit Risk & Interest Rates.
• Loan-level cash-flow analysis.
• Time-Based Analysis: Loan-level Default Rate and Loss Severity over time.
• Scenario-Based Analysis: Loan sensitivity to economic scenarios.

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Net Worth Analysis & Capitalization Analysis

• Asset Segmentation based on Risk Classification.
• Impact assessment of assets/segments on net worth.
• Loan-level cash-flow analysis.
• Portfolio Rebalancing strategies for achieving or maintaining required capitalization classification.

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Loan Grading & Valuation

• Loan-level cash-flow analysis
• Loan-level risk grades and price
• Portfolio stratification based on geography, utilization, etc.
• FICO, LTV migration studies.
• Borrower behavior and delinquency analyses.

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Advisory Services

• Assist with audit and regulatory reviews.
• Provide assistance with evaluating term-sheets, cash-flow waterfalls, IRR on purchase or sale of loans.
• Assist with M&A Due Diligence.

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Origination & Product Strategy

• Production utilizes our Market Growth reports to develop new programs
• Marketing can focus on geographic region and specific member categories utilizing performance characteristics
• Collections and Servicing implement proactive mitigation processes for high risk loans
• Finance and Compliance can bracket loss reserves and meet NCUA requirements

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Member Risk Scoring

• Cross-Portfolio Member exposure
• Overall Member Value-at-Risk and Confidence Level
• Member Risk Grading and Segmentation

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