Underway is a Smith Enterprise Risk Consortium (SERC)-facilitated extended learning project (ELP) that has Smith Master of Quantitative Finance (MQF) students collaborating with Google experts and utilizing the tech giant’s advanced tools to examine credit data and financial statements.
Professor of the Practice and SERC Director Clifford Rossi says the project that will wrap up in mid-March “is designed to take various financial statement documents such as 10Ks and investor transcripts, along with financial data on publicly traded banks and fintechs, to identify signals regarding the direction of consumer and commercial credit quality using natural language processing (NLP) techniques.”
SERC Advisory Council member and Google Compliance and Risk Management Director Pedro Morales is guiding the ELP with further technical assistance from Google analytics specialists.
“We are leveraging Google's Gemini, AI Studio and NotebookLM suite of AI tools for the project,” Rossi says. “Additional technical assistance on credit risk is being provided by another SERC advisory council member and expert associate.”
The Google risk and analytics experts-sponsored project follows SERC-facilitated ELP work by MQF students that in 2024 yielded a new way to quantify climate risk for Freddie Mac and, subsequently, a model for valuing credit risk transfer (CRT) securities.
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