Independent, unbiased validation services for proprietary and third-party risk models.
Moody’s Analytics offers best-in-class model validation services to meet the rigorous needs of our clients. As a trusted second line of defense, we provide independent, unbiased validation services for internally developed and third-party quantitative risk models.
We continually improve the model governance process by evaluating whether the chosen model delivers sound results and meets the requirements for which it was designed. Our services include, design and data review, theory and conceptual analysis, capabilities assessment, assumptions and limitations appraisal, calibration, benchmarking, workflow examination, risk reporting, and more. If you intend to validate your models for regulatory compliance or to boost performance and competitive advantage, our experts can help.
Increase business value while reducing model risk
Achieve and maintain compliance with ongoing changes in risk policies and regulatory requirements, so you can stay focused on growing the business. From data validation and suitability assessments to remediation and future performance, we have you covered. We deliver exceptional service using robust datasets, powerful analytics, and deep business process expertise.
Enhance model governance, gain reliable and defensible outputs
With our extensive history of validating models, get the infrastructure and ongoing support you need to ensure timely deployment of models. Our end-to-end services support a range of model types, including:
- Consumer and commercial credit models
- Asset liability models
- Capital models
- DFAST / CCAR stress testing models
- Pre-provision net revenue models
- Financial reporting models - CECL, IFRS 9
Juan M. Licari, PhD, is Chief International Economist with Moody's Analytics. As the Head of Economic and Credit Research in EMEA, APAC and Latin America, Juan and his team specialize in generating alternative macroeconomic forecasts and building econometric tools to model credit risk portfolios.
Independent and unbiased model validation and advisory services for proprietary and third party consumer credit risk models.
Independent and unbiased model validation and advisory services for proprietary and third party commercial credit risk models.