About the author
CEO, Deep Future Analytics LLC (Deepfutureanalytics.com)
President, Model Risk Managers' International Assocation (MRMIA.org)
Dr. Breeden has been designing and deploying risk management systems for loan portfolios since 1996. He founded Deep Future Analytics in 2011, which focuses on portfolio and loan-level forecasting solutions for pricing, account management, stress testing, and CECL; serving banks, credit unions, and finance companies. He is also the owner of auctionforecast.com, which predicts the values of fine wines using a proprietary database with over 4.5 million auction prices.
He is a member of the board of directors of Upgrade, a San Francisco-based FinTech; an Associate Editor for the Journal of Credit Risk, the Journal of Risk Model Validation, the Journal of Risk and Financial Management and the journal AI and Ethics; and President of the Model Risk Managers' International Association (mrmia.org).
Dr. Breeden invented vintage analytics for lending in 1997 and created credit risk models through the 1995 Mexican Peso Crisis, the 1997 Asian Economic Crisis, the 2001 Global Recession, the 2003 Hong Kong SARS Recession, the 2007-2009 US Mortgage Crisis and Global Financial Crisis, and the COVID-19 Pandemic. These crises have provided Dr. Breeden with a rare perspective on crisis management and the analytics needs of executives for strategic decision-making. In 2018 Dr. Breeden invented Multihorizon Survival modeling, combining vintage analytics with behavior scoring using logistic regression or machine learning.
Dr. Breeden earned a Ph.D. in physics, and has published over 90 academic articles, 8 patents, and 6 books