MST Shadow Loss Analysis

Model Loss Allowance Methodologies for Optimal Decision-Making

As an add-on module to the MST Loan Loss Analyzer, Shadow Loss Analysis allows financial institutions to test different models, methodologies, and assumptions in an automated, parallel environment using actual data.


Run your current model parallel with one or more alternate methodologies.


Compare different models with a variety of assumptions, leveraging your own data.


Choose the best model for your institution through testing in an automated environment.

Testing your allowance calculations in an automated, parallel environment?
Now that's big.
Schedule a Demo
Shadow Loss Analysis allows us to run migration and PD/LGD models in a parallel environment. I can look at how the allowance calculations differ and how they react with different variables. This helps the CFO inform the board and manage the capital of the bank for better decision making.

Looking for Banker’s Toolbox? You are in the Right Place!

Banker’s Toolbox is now Abrigo, giving you a single source for all your enterprise risk management needs. Use the login button here, or the link in the top navigation, to log in to Banker’s Toolbox Community Online.

Make yourself at home!