model risk management

Author : saran saran | Published On : 25 Nov 2021

MODEL CONFIGURATION

 

MODEL CONFIGURATION allows to configure, customize, manage changes, and track easily without much intervention from bank IT staff

DATA OPERATIONS

 

DATA OPERATIONS from Data Ingestion, Transformation, Loading and Data Quality

MODEL ESTIMATIONS

 

MODEL ESTIMATIONS of different credit risk model parameters such as PD, LGD, EAD and ECL

MODEL VALIDATION

 

MODEL VALIDATION includes Quantitative Validation (Discriminatory Power Tests, Calibration, Benchmarking and Stability) and Qualitative Validation

MODEL MANAGEMENT

 

MODEL MANAGEMENT covering model inventory, model issues and management of model under development

MODEL WORKFLOW

 

MODEL WORKFLOW / CASE MANAGEMENT functionality for transparency and ease of audit

STRESS TESTING AND SCENARIO ANALYSIS

 

STRESS TESTING AND SCENARIO ANALYSIS for various parameter level and macroeconomics scenarios

REPORTING