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Partners in Risk Management

Model Risk

Fintegral has over 15 years of experience developing model risk framework’s, performing model validations and automating processes within model validation functions. We understand that the increasing scope of model risk functions over the past decade is driving the need for increased efficiency within MRM teams. At Fintegral, we aim to help our clients efficiently manage their model risk through our comprehensive set of services.

  • MRM Framework Design: We collaborate with our clients to produce tailored MRM frameworks through a series of focused workshops. By providing our clients with training sessions and standardised templates, we ensure consistency and quality is maintained in processes and procedures.  
  • Model Identification, Tiering and Inventory: We design and implement model identification and tiering methods that form the backbone of model risk monitoring systems. The output allows both MRM teams and management to quickly assess the current levels of model risk, along with material and high-risk models. 
  • Independent Model Validation: Our clients rely on us to provide independent validations, varying in depth from full fledge validations to qualitative reviews. Our team’s expertise as developers allows them to provide in-depth analysis and to work with internal stakeholders to produce actionable remediation plans. 
  • Validation Outsourcing Services: Our dedicated team of model experts allows us to provide flexible outsourcing services to our clients. This gives our client the option to temporarily increase their validation team headcount with highly experienced consultants, without overexpanding the internal MRM team.  
  •  Validation/Ongoing Monitoring Automation: Our highly technical team of quant consultants can advise on and implement automation initiatives for model validations and ongoing monitoring processes.

C: Dr. Andreas Peter
D: +49 160 583 40 66