Software Developer

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Software Developer OSIS™ is looking for a full time Software Developer based at its office in The Hague. The Software developer will work in an innovative environment of a dynamic…

Quantitative Credit Analyst (senior)

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Quantitative Credit Analyst (senior) OSIS™ is looking for a full time quantitative credit analyst based at its office in The Hague. The analyst will work in an innovative environment of…

Free Webinar 16th December 2015 – Fair Valuation of Mortgage Loans

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European DataWarehouse (ED) would like to inform you of a free, upcoming webinar on “Valuation of Mortgage Loans based on Loan Level Data” held by the data analytics provider Open…

Dutch mortgage PD model

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OSIS has developed a new Bayesian PD and LGD model for residential mortgages to estimate, benchmark and backtest PDs and LGDs in a fast, robust and dynamic framework. The model…

Data quality scores on 2015q3 loan level data of ED

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Every quarter OSIS performs over a billion data quality calculations on the SME and RMBS data at the European Data Warehouse

Contract signed with Global Credit Data

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OSIS has signed a contract with Global Credit Data, largest interbank database with bank loan loss statistics. Global Credit Data has 45 member banks in Europe, South-Africa, Australia, North-America and…

Paper by Burkhard Heppe about the level playing field during the EU wide stress test 2014

| Asset Quality Review & Stress Testing, News, Research | No Comments

By reverse engineering the stress test models used in he EU Wide Stress Test 2014, we could compare the used sensitivities between countries. The were many differences but were they…

Presentation about the EU-wide stress test at Global Credit data (PECDC) in The Hague

| Asset Quality Review & Stress Testing, News | No Comments

Presentation by Jeroen Batema at the Global Credit Data on 15 December 2014. Global Credit Data – formerly know as the bank association called PECDC – is the largest international…

LoanPilot™ EU Stress Test Model Library

| Asset Quality Review & Stress Testing, News | No Comments

Today we announce a model library which answers everything a stress test modeller wanted to know about his peers but never dare to ask the supervisor. Right after the publication…

EU-wide stress test results

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We have created a convenient interactive analysis of the 2014 EU-wide stress test results. It will provide you a deeper insight into the stress test results, in particular analysis of…