Model
Validation
Model Validation
Model
RMA Model Validation delivers high-quality, cost-effective model risk management services to financial institutions. Guided by an industry-led Advisory Council, RMA’s Model Validation team combines RMA’s 100+ years of experience in advancing sound risk management principles with deep knowledge and expertise in all phases of model risk management. Let our experience work for you.
Advance Your Model Validation Practices
Experience matters when it comes to risk model validation. With increased regulatory scrutiny and extraordinary advances in machine learning, model risk managers are challenged more than ever to build and retain strong teams to meet demand. RMA Model Validation provides holistic solutions built by bankers, who are available on-demand to help you overcome your biggest risk challenges
Creative & Scalable Ideas
Outsourced and co-sourced model validation, re-validation, and reviews. Creation and fine-tuning of new and existing model risk management programs that meet regulatory guidelines while considering the size and risk profile of your banks and its models
Collaborative Validations
Identification of institutions that use a common vendor model and execution of the validation work on behalf of all institutions, providing greater transparency and reduced costs
Trusted Teaming
Application of on-demand access to seasoned validators and model risk management experts.
"The validation project lead has been outstanding in his role as lead validator on our CECL model. His approach and technical knowledge has been really impressive; easily my “favorite” model validator I’ve ever worked with."
$20 billion bank in the Southeast
Talk to Our Model Validation TeamModel Validation Work
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CECL Modeling and Accounting
Test your current approach to PD, LGD, EAD, PPNR, and IFRS 9/CECL.
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BSA/AML and Fraud
Stay consistent with the latest development of the OCC 2011-12, SR 11-7, and DFS-504 guidelines.
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ALM and Liquidity Risk
Manage data and configure your sensitivity and stress testing assumptions.
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Credit/Prepayment Risk
Analyze your loan roll rates and payment timelines with precision.
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Market Risk
Comply with Basel – FRTB and revisit your VaR, pricing and hedging models.
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Operational Risk
Prevent operational losses from internal system failures or external events.
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Strategic Risk
Understand your strategic risks and how they are embedded in your organization’s performance metric.
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Wealth Management
Identify and manage risk exposures effectively for your asset management arms and retail clients.
"I was really impressed by the final report; it was thorough and well written. Your team also managed the project well and always kept me updated on their status."
$15 billion fintech-focused bank
Talk to Our Model Validation Team