DCG Model Validation Coverage

DCG’s has decades of experience and expertise in validating most in-house and third-party financial and operational risk models. Below is a summary of the models DCG’s team currently validates:

Treasury

  • Asset/Liability Management (ALM)
  • Liquidity
    • Forecasting
    • Stress-testing
    • Liquidity Coverage Ratio (LCR)
    • Net Stable Funding Ratio (NSFR)
  • Cash flow
  • Deposit behavior
  • Hedging
  • Pre/post purchase
  • Prepayment behavior
  • Valuation
  • Valuation
  • VaR

Credit

  • Current Expected Credit Loss (CECL)
  • Allowance for Loan and Lease Losses (ALLL)
  • Credit Scorecard
  • Default/loss
  • Life of Loan
  • Loss Migration
  • Stress Testing (DFAST/CCAR)
    • Loan/investment credit defaults
    • Pre-Provision Net Revenue (PPNR)
    • ALM integration
    • ALLL
    • Aggregator

Operational Risk

  • Bank Secrecy Act / Anti-Money Laundering (BSA/AML)
  • Fraud
  • OFAC
  • Operational risk (OCC Advanced Measurement Approach)

Finance/Accounting/Other

  • Budget and planning
  • Capital modeling (allocation, stress-testing, planning, RAROC, etc.)
  • Deposit Pricing
  • Funds Transfer Pricing (FTP)
  • Life of Loan
  • Loan pipeline
  • Loan Pricing
  • Merger and Acquisition
  • Mortgage Servicing Rights (MSR)
  • Price Elasticity
  • Profitability (product, customer/relationship, branch)
  • Tax (Federal and State)
  • Troubled Debt Restructuring (TDR)
  • Wealth management