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Register for our webinar on Managing Down Model Validation Costs, taking place on Wednesday, June 20th at 11:30am EST. 

Model Risk Management Conferences & Events Model and Data Governance

Many model validations—particularly validations of market risk models, ALM models, and mortgage servicing rights valuation models—require validators to evaluate an array of sub-models. These almost...

interest rate models Model Risk Management Model Validation Model and Data Governance

Complying with the DFAST/CCAR requirements within an existing quantitative models and model risk management framework is one of the most daunting of the many recent challenges banks, Bank Holding...

DFAST / CCAR Model Risk Management Stress Testing Model and Data Governance

The question of “build versus buy” is every bit as applicable and challenging to model validation departments as it is to other areas of a financial institution. With no “one-size-fits-all”...

Model Risk Management Model Validation Model and Data Governance

In some respects, the OCC 2011-12/SR 11-7 mandate to verify model inputs could not be any more straightforward: “Process verification … includes verifying that internal and external data inputs...

Model Risk Management Model Validation Model and Data Governance

When someone asks you what a model validation is, what is the first thing you think of? If you are like most, then you would immediately think of performance metrics— those quantitative indicators...

Model Risk Management Model Validation Model and Data Governance

Model risk management is a necessary undertaking for which model owners must prepare on a regular basis. Model risk managers frequently struggle to strike an appropriate cost-benefit balance in...

Model Risk Management Model Validation Model and Data Governance

Over the course of several hundred model validations we have observed a number of recurring themes and challenges that appear to be common to almost every model risk management department. At one...

Model Risk Management Model Validation Model and Data Governance

Though not its intent, model validation can be disruptive to model owners and others seeking to carry out their day-to-day work. We have performed enough model validations over the past decade to...

Model Risk Management Model Validation Model and Data Governance

 

Model Risk Management Model Validation Model and Data Governance
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