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. And 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.

Clearly this is not a one-off task for banks. Models in-use need to be monitored regularly. We therefore developed a python-based solution with a user-friendly dashboard tool to enable efficient and consistent monitoring.

Statistics

  • Reduce time spent on frequent monitoring tasks
  • Increase quality and consistency of your model reports
  • Obtain an overview of all your models