Never before have regulators been so focused on financial institutions that use statistical models to manage their financial risk. Our client’s Modelling department was tackling this task for the first time; they wanted to have all their credit risk retail models monitored before a strict deadline.
Using our expertise in credit risk models and risk management, ADC worked with the client to complete the monitoring of all their retail models.
Model monitoring is not a one-off task for banks; those that are in-use need to be monitored regularly. Therefore, we developed a python-based solution with a user-friendly dashboard tool to enable efficient and consistent monitoring.
Impact for the Client
As a result of our work, we reduced the time our client spends on frequent model monitoring tasks, increased the overall quality and consistency of their model reports, and obtained an overview of all their models.
Curious what we can do for your organisation?
Would you like to know more this case or what the Amsterdam Data Collective can do for you? Get in touch with Frans Boshuizen of Amsterdam Data Collective, firstname.lastname@example.org or check our contactpage.