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Model Validation

Our modeling team’s deep industry experience combined with Five Bridge’s state of the art analytics and technology make us the ideal provider of model validation services for industry participants who are focused on achieving accuracy and regulatory compliance.

We have validated numerous econometric and statistical models for leading foreign and domestic financial institutions, accounting firms and GSE’s, including in conjunction with the annual CCAR and DFAST regulatory requirements.  Our team has direct industry experience validating a wide range of predictive models, including:

  • Private-Label RMBS (U.S, European, and Australian)
  • Agency MBS
  • ABS (Auto Loan/Lease, Credit Card, and Student Loan)
  • CMBS
  • Retail and Wholesale Credit Risk
  • Macroeconomic Forecasting
  • CDOs/CLOs/TruPS and other derivatives


When it comes to real estate and structured product valuation and collateral risk there is none better than Five Bridges at providing intelligent and secure solutions in valuation methodologies and assessing the collateral risk of properties.


Our valuation methodology begins with the recognition that in order to generate valuations of complex assets you need a combination of highly robust analytics and professionals with extensive market experience.  Our valuation team averages 15 years of experience in the capital markets in risk management, sales/trading, structuring, asset management, and research.


Our valuation team is equipped to help clients in numerous ways.  We offer estimations of loan loss reserves, fair value pricing, economic or expected cash flow analysis, and CCAR and OTTI estimates.  Our product coverage includes:

  • Agency MBS
  • Private Label RMBS
  • Whole Loans
  • MSRs
  • HELOC/Closed End Seconds
  • ABS
  • CMBS
  • CDOs


Five Bridges’ advisory team has hands on real estate and capital markets experience.  Our advisors have worked as portfolio managers, securities traders, quantitative analysts, mortgage lenders and servicers, risk management executives and government agency mortgage managers. This team of mortgage specialists knows first-hand the current challenges that you are faced with in today’s mortgage industry. In addition to our extensive, real-world experience, Five Bridges advisory team has the benefit of our world leading data resources, innovative analytical tools and proprietary modeling technology to recognize and solve problems quickly and cost effectively. In addition to our litigation, model validation and valuation services, we offer an array of additional advisory services that are with you every step of the way:

  • Portfolio Analysis
  • Risk Management
  • Mortgage Default Management
  • Data Management/Modeling
  • Regulatory/Compliance


Whether plaintiff or defendant, our team of subject matter experts can assist you.  Five Bridges’ litigation team assists with case development and analysis, economic and valuation assessment, forensic investigation, fraud, negligence and standards of care and practice assessments.  Our team has direct industry experience in the following areas:

  • Origination and Underwriting
  • Servicing/Loss Mitigation/Modification programs
  • Securitization and Issuance (Government/GSE/Private Label)
  • Capital Markets/Investment Banking
  • Asset Management—Portfolio Management, Security Analysis and Trading

Volatile markets have left many institutions and investors trying to sort through what went wrong, what went right and what to do now. Our analytics platform and people assist in developing robust and defensible responses, offering comprehensive coverage for the following products:

  • Residential and Commercial Loans
  • Mortgage Underwriting and Servicing
  • RMBS, CMBS and ABS
  • CDOs/CLOs/TruPS and Credit Derivatives

Request a Demo or Consultation

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