Model Validation

Model

Validation

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.

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.

“RMA Model Validation provides holistic solutions built by bankers, who are available on-demand to help you overcome your biggest risk challenges.”

Will Kutteh, Senior Manager of Risk Products

Talk to Our Model Validation Team

Model Validation Work

CECL Modeling and Accounting

Test your current approach to PD, LGD, EAD, PPNR, and IFRS 9/CECL.
BSA/AML and Fraud

Stay consistent with the latest development of the OCC 2011-12, SR 11-7, and DFS-504 guidelines.
ALM and Liquidity Risk

Manage data and configure your sensitivity and stress testing assumptions.
Credit/Prepayment Risk

Analyze your loan roll rates and payment timelines with precision.
Market Risk

Comply with Basel – FRTB and revisit your VaR, pricing and hedging models.
Operational Risk

Prevent operational losses from internal system failures or external events.
Strategic Risk

Understand your strategic risks and how they are embedded in your organization’s performance metric.
Wealth Management

Identify and manage risk exposures effectively for your asset management arms and retail clients.