Risk Modeling

Model risk management

Miscalculations arising from a defective model for counterparty-risk. Incorrect use of a hedging tool. When risk models are misused or flawed the consequences can be significant. We make sure your model landscape is continually optimized and well maintained. 

When the stakes for model risk management are higher than ever, we give you a model risk management framework that guards your balance sheet and business continuity against the risk of flawed output.

Guarding against the misuse or misapplication of models

Programming errors, inaccurate data, technical faults, and misinterpretation – models are valuable risk management tools, but they’re also prone to error when inadequately managed. How you monitor and manage the quality of your risk models is important if you want to avoid damaging losses to your balance sheet.

The number of risk models is proliferating and they’re getting increasingly complex. We help you to assign responsibility for ensuring the ongoing quality and relevancy of your models.

A control framework for model life cycles

With an effective model risk management framework, we can help you to remain in control of your model landscape as it evolves. This clarifies any uncertainty around when and how to use each model, ensuring the insight they deliver remains accurate and relevant.

The power of model risk management

Introducing model governance

We tackle today’s heightened levels of model risk by introducing sound and reliable governance practices. With your models monitored and validated periodically throughout their life cycles, you gain assurance they remain accurate and compliant.

Optimising model performance

By routinely executing reviews and validations, we help you maintain a high-performing risk model landscape. But we’ll also offer challenge, implement improvements, and suggest new models so you continue to live up to advancing regulatory and market standards.

Filling your skills gaps

Whether you need an independent validation of your risk models or resource to strengthen model validation skills in your team, our consultants step in and offer targeted expertise where you need it most.

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