Model Risk Management

Acuity Analytics believes that MRM is not just a risk-mitigation function, but also a substantial opportunity for direct value addition. Meticulous model validation enables significant advances in the development and implementation of sophisticated and relevant models that improve real-world business decision making. Our subject-matter experts (SMEs) work in close collaboration with client teams to design, implement and monitor best practices across model testing, documentation and governance functions in accordance with regulatory requirements such as CCAR, DFAST and SR 11-7.

We proudly differentiate our model risk management solutions by our multi-asset capital markets expertise, which enables us to critically evaluate and elevate highly specific and complex models (such as those for derivatives and securitised products) from a conceptual perspective, beyond the pure statistical lens. Therefore, we are a partner of choice across both the lines of defence, namely development and model validation.