Specialized model risk and compliance services for financial institutions

Model Development

Econometrics and Machine Learning (ML) for:

  • Credit, capital, and loss forecasting models

  • Allowance for Loan and Lease Loss (ALLL)

  • Stress testing frameworks

  • Portfolio analytics

  • Fraud and financial crimes modeling

Model Validation

  • Conceptual soundness assessments

  • Data lineage & data quality checks

  • Assumptions, limitations, & sensitivity analysis

  • Benchmarking & challenger models

  • Ongoing performance monitoring design

  • Model & ancillary risk management for Artificial Intelligence (AI)

  • Targeted testing for ML high risk areas

Model Governance & Compliance Testing

  • Policies, frameworks, and lifecycle controls

  • Model inventory, risk tiering, and documentation

  • Compliance testing & fair lending analytics

  • Financial reporting and accounting control reviews

  • Operational and regulatory control assessments

  • Audit support, Quality Assurance programs

  • Regulator-ready materials