The Changing Landscape for Model Risk Management

By Anamaria Pieschacon, Irina Baron, Michael Denton

March 2019

Default & Recovery Risk, Enterprise Risk

Regulatory compliance has significantly altered the model development and validation landscape, while increasing the amount of data to be validated.

Institutions that depend on poorly designed models or err in model output can miss opportunities or keep management from identifying major threats on the horizon. However, testing model inputs, calculations, and outputs can instill confidence that management decisions are based on reliable information.

Moody’s Analytics was recently named a Category Leader in Model Validation Solutions, 2019, a new Chartis Research report that assesses 10 leading model validation vendors. This report evaluates seven core capabilities: data input, model analytics and pricing, reporting, suitability, workflow, and predictive capability.

Join Chartis Research and Moody’s Analytics as we discuss ways institutions can adopt effective model validation techniques and processes amid an expanding technological and regulatory environment.

Webinar Highlights:

How model validation – and attitudes to it – have changed
Dealing with fundamental data challenges
The future state: transparency, explainability, and interpretability

Click here for the presentation


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