Our Model validation approach and framework encompasses all methods and processes that are used to assess the adequacy and quality of a credit risk model.
- Enhanced model output and performance through comprehensive coverage of the end-end model lifecycle
- Extend your existing model review and validation processes
- Comprehensive testing of implementation accuracy
- Rigorous quality checks and assessment processes to review robustness, stability and performance
- Risk mitigation through ongoing assessment of model performance
- Model soundness assured through rigorous statistical estimation and outcome analysis
- Comprehensive measurement of associated risks and recommendation of corrective actions