DataPalooza 2021

CSBS Predictive Data Analytics

Predictive Risk Modeling Brief Overview

Early Takeaways

Future Capabilities

Discussion: Where We Go From Here

Predictive Risk Model Brief Overview

• CSBS and L1 Analytics • Source Data: • Call reports • State-level unemployment • Mortgage, delinquency, and bankruptcy data through Moody’s Analytics • Bank ETF data • Correlations/Probabilities with Future “High-Risk” Scenario • Development Model Targets Texas Ratio and Risk Factor Exceptions