Regulatory eyes have never been so focused on financial institutions that uses statistical models to manage their financial risk. The client wanted to have all their credit risk retail models monitored before a strict deadline as they tackle this task for the first time within the Modelling department. With the expertise of ADC in credit risk models and risk management, together we completed monitoring of all their retail models. This is not a one-off task for the bank, models in-use needs to be monitored regularly, in order to achieve this efficiently and consistently we developed a python-based solution with a user-friendly dashboard tool.

Statistics

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