Risk Model Validation
Standard & Poor’s Risk Model Validation Services evaluate and verify the performance of risk-related models that institutions use for internal risk ratings systems and Basel compliance.
Risk Model Validation Services provide:
- An independent and objective confirmation that helps in the decision-making process;
- An evaluation of the risk model design, gaps with respect to regulatory standards, internal standards, or best industry practices;
- An evaluation of the governance structure and current validation approach to better understand the roles of the key stakeholders responsible for ensuring the ongoing performance of each risk model; and
- Verification of the effectiveness of the model operations with the establishment of key performance indicators.
Risk Model Validation Services:
Ratings System Validation
Validation Gap Analysis
Related products and services:
Quantitative Credit Models
Credit Risk Products and Data
Assessments of Credit
Pricing and Profitability Services
Request more information l Other Risk Solutions products and services
Offered by S&P Valuation and Risk Strategies.