Ngoh Mboka's Contact Details

Ngoh Mboka's Company Details

Leka Research Institute

N/A, N/A, us • 5 - 9 Employees
Market Research

Leka Research Institute is a leading expert in Model Validation, Quantitative Analytics, Teaching and Research. Specifically, we help financial institutions validate and develop various risk models for internal and regulatory purposes. We are built on a solid foundation of 15+ years of experience in academia and the financial services industry through successful delivery of risk management and model validation reports. Over 50 companies have benefited from our services especially technical writing of model documentations. Model Risk Management (MRM) groups struggling with regulatory, model risk and compliance feedback have benefited from the services we provide. For example, developing model documentations for credit risk and loss forecasting models (CECL – PD, LGD, EAD).We do this using a combination of regression (linear probability models such as logistic, probit and Tobit Regressions) and machine learning methods. Other models include mortgage prepayment, market risk and pre-provision net revenue (PPNR). This is to say we have vast knowledge in the following technical fields.1. Time-series methods – Cointegration, ARIMA, ARIMAX, Vector Auto regression for DFAST/CCAR model validation.2. Combination Forecasting, GLM and also Principal Component Analysis.3. Statistical modeling such as Survival Analysis, Bayesian Inference and Statistical Methods for deposit attrition model validation.4. Programming languages such as R, SAS, MatLab and Python for general quantitative analytics. In addition, we use machine learning methods in order to better serve our clients.5. Use of both quantitative analytics and qualitative tools for research purposesMoreover, we provide PhD research training for individuals wishing to undertake academic research. This include lectureship, dissertation supervision, academic writing, live coaching and mentorship. Academic institutions also use our specialized study materials to facilitate learning for their students.