Model Management & Validation research
3 research papers
Vendor Analysis: Moody's Analytics: Model Validation Solutions 2019
This Vendor Analysis is based on the Chartis quadrant report Model Validation Solutions, 2019: Overview and Market Landscape (published in January 2019). This section summarizes the key theses in that report; subsequent sections take a detailed look at the quadrant positioning and scoring for Moody…
FRTB: Is time still on your side?
In March 2018, based on its observations of banks’ efforts to implement FRTB, the BCBS decided to postpone the deadline for implementation to 2022, acknowledging ‘ongoing challenges related to implementation of the standard’. With more time before implementation, banks now have an opportunity to re…
Model Validation Solutions 2019
In analyzing model validation solutions and technology, the main themes are diversity, specificity and maturity.