Model Validation

Get the most out of your risk management process.

Large Institution Model Validation Services

DCG’s Quantitative Risk Analysis & Strategy Group provides specialized OCC 2011-12 and SR 11-7 regulatory-compliant model validation services for a variety of financial risk models. Whatever challenges you face, our DCG team has the experience and expertise to collaborate with your internal model risk management and audit teams to provide the independent perspective needed to develop best-in-class risk assessment and management practices.

Community Bank Model Validation Services

DCG provides the most thorough ALM Model Validation that goes far beyond a “regulatory compliance review.” No stone is left unturned as our consultants understand every aspect of your IRR modeling process. Our recommendations are founded from two distinct perspectives—compliance with regulatory requirements and, as we feel is more important, improvements to the decision-making process at ALCO. Not only do we provide recommendations for improving your process, we also provide guidance and support for implementing the recommendations.

Read DCG Managing Director Mike Guglielmo’s Getting model risk management right article.

Credit Union Model Validation Services 

DCG’s ALM Model Validation process goes well beyond a regulatory compliance review to ensure your ALCO has the right information to facilitate strategic decision making. Our team of experts has experience in validating every ALM model, yet the model itself is just the means to an end. The true value in any interest rate risk (IRR) modeling process is found in the quality of the data inputs, the scenarios and time horizon selected to analyze the profile and, most importantly, the development and support of credit union-specific model assumptions.