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about us

World Class Credit Risk Modeling

ScenarioAI is a wholly owned subsidiary of Prescient Models and Deep Future Analytics.  Our combined expertise and resources have been brought together to develop robust macroeconomic scenarios to help your institution with essential forecasting needs around loss reserves (CECL), pricing, economic capital, and more.


Models and analytics are undergoing a revolution. The recent financial crises highlighted for everyone the inadequacy of overly simplistic past approaches. New data and new techniques allow us to achieve real understanding of portfolio dynamics for retail lending where those problems originated, and across many other industries as well.


Scenario AI

Joseph L. Breeden, PhD

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Scenarios Architect

All ScenarioAI models are developed by Dr. Joseph Breeden and his team of data scientists.  

Global Crisis Modeling

Dr. Breeden has created financial models through the Mexican Peso Crisis, Asian Economic Crisis, 2001 Global Recession, Hong Kong SARS Recession, US Mortgage Crisis, and the Global Financial Crisis. These crises have provided Dr. Breeden with a rare perspective on crisis management and the analytics needs of executives for strategic decision-making. 

Current Roles

CEO of Prescient Models, CEO of Deep Future Analytics, CEO of AuctionForecast.com, LLC, and recently named President of Model Risk Managers' International Association (MRMIA).  Breeden is also a Board Member of Upgrade, Associate Editor of Journal of Credit Risk and Journal of Risk Model Validation.

20+ Years of Financial Modeling

Breeden brings more than 20 years of experience leading financial institutions through financial modeling, allowing clients to achieve real understanding of portfolio dynamics for retail lending where those problems originated.

Publications

 Dr. Breeden literally wrote the book on CECL in addition to the over 50 articles, books, and trade publications in his name.  His more recent works currently found on the amazon.com bookstore include Reinventing Retail Lending Analytics, Living with CECL - The Modeling Dictionary, and Living with CECL - Mortgage Modeling Alternatives.