Expertise | Advanced Securities Consulting LLC

At ASC, we specialize in the intersection of machine intelligence, financial market mechanics, and regulatory foresight. We’re not just forecasting market trends —
we’re shaping how financial institutions, regulators, and legal teams understand and respond to them.

Core Strategic Capabilities

A. AI-Driven Prediction & Surveillance

At ASC, we go beyond delivering pre-built AI models — we embed ourselves as engineering and analytical partners to your data science team. Whether you’re running models in-house, outsourcing to a third-party platform, or building your own forecasting tools, we bring the implementation expertise to bridge the gap between innovation and real-world performance.

Our goal is to help financial institutions integrate advanced AI techniques into existing workflows—not to replace them. We work directly with quants, analysts, and IT teams to tune, test, and explain AI models tailored to securities lending, repo markets, and special situations.

Capabilities include:

Collaborating on model architecture design and stress testing (TFTs, ARIMA, MLP, etc.)
Embedding domain-specific features into your pipeline (loan timing, spread decay, GC vs. special flows)
Providing model explainability using SHAP/PCA for compliance and audit alignment
Supporting deployments on-prem, cloud, or hybrid infrastructure
Offering optional access to ASC’s own tiered model stack and scorecard frameworks

“We’ll run the models if needed — but more importantly, we make yours smarter, faster, and more trustworthy.”

B. Regulatory & Supervisory Strategy

We help regulators and financial institutions bridge the gap between advanced modeling and regulatory expectations. Our forecasting tools are designed to meet the scrutiny of auditors, policy-makers, and examiners, not just data scientists.
ASC is actively engaged with the U.S. Treasury and SEC to shape the evolving use of AI in financial oversight. We have proposed model frameworks to support cumulative economic impact analysis (Rules 10c-1a + 13f-2) and offered architecture for version-controlled, explainable AI models within supervisory contexts.

C. Litigation Support & Expert Testimony

Our team has served as expert witnesses in some of the most complex litigation and regulatory enforcement cases involving securities lending, collateral management, and repo.
We use forensic modeling to reconstruct trading and lending flows, compare performance to benchmark models, and quantify damages with precision. Whether evaluating best execution, measuring spread erosion, or validating agent behavior, ASC brings the data, clarity, and authority needed in arbitration, class actions, or federal litigation.

See more about our Expert Testimony & Litigation Support

D. Borrower’s Watch List (BWL): Behavioral Finance in Action

BWL is our proprietary platform for monitoring behavioral signals from securities borrowers. It classifies thousands of tickers each day into key strategic phases — Accumulation, Surveillance, or Opposition — based on factors like price trend reversals, demand volume shifts, and rebate changes.
This empowers lenders and agents to anticipate when a name is becoming “hot,” requires increased oversight, or should be de-emphasized in portfolios. The system also generates re-rating recommendations and provides early warning for inventory or fee risk.

E. Commercial MVPs and Platform Development

ASC has developed and deployed Minimum Viable Products (MVPs) with various firms to automate predictive modeling for securities lending.
Our MVPs are cloud-native, real-time scoring engines designed to analyze borrower behavior, flag trending specials, and support risk and operations teams with digestible, audit-ready insights. These tools are currently used for daily testing on large US equity portfolios, with performance scoring, borrower profiling, and platform explainability integrated into the workflows.

Service	What It Delivers	Who It’s For
Advisory & Modeling	Custom-built AI forecasting models, dashboards, and analytics platforms.	Institutional lenders, agent banks
Expert Witness	Litigation support, loss modeling, and forensic analysis in securities finance cases.	Legal teams, regulators, class counsel
Data Trust Partner	Governance for shared AI models, opt-in version control, audit logs.	Boards, beneficial owners, large lenders

Whether you’re a regulator, investor, counsel, or executive, we provide the strategic clarity, analytical horsepower, and evidentiary integrity needed to drive your decision-making forward.