Model Risk Management
For Financial Institutions
Secure your organization against model risks with domain-led, tech-enabled approach:
- Credit modeling techniques
- Advanced predictive analytics
- Cloud-native data fabric
Manage Model Risks
Comprehensively
Our Model Risk Management (MRM) value stream covers the 1st and 2nd lines of defense, enabling robust and comprehensive protection for regional and super-regional banks, wealth and investment management companies, fintech players, mortgage and commercial lenders, insurance firms, and others.
We have expertise in Model Development, Model Documentation, Model Implementation, and Model Validation. Our MRM specialization spans Market forecasting, Credit scoring, Customer segmentation, Risk management, Anti-money laundering, Fraud detection, and Digital marketing.
Our Model Risk Management Services
- Data Collection and Preparation
- Feature Engineering
- Model Selection
- Model Training
- Model Evaluation
- Model Documentation
- Data Documentation
- Integration with Systems
- Model Testing
- Model Deployment
- Model Validation Plan
- Validation Testing
- Validation Documentation
- Model Monitoring
Analytics Powered by Logic and Diligence
Tech-Powered Risk Oversight
Our advanced predictive analytics techniques utilize machine learning algorithms, enabling optimal labeling of the dataset through the stages of algorithm selection, hyperparameter selection, and model fitment.
We use techniques such as k-Fold Cross-Validation, Nested Cross-Validation, Time-Series Cross-Validation, Wilcoxon Signed-Rank Test, etc.
Evaluate the quality of model construction through a review of documentation and empirical observations.
Review the technology used to support models and implement controls to address gaps and augmentation needs.
Ensure validity of the data used for building the model. Assess data quality and accuracy to ensure optimal model training.
Test the model based on the model type and context. Conduct multiple tests to determine the performance in different scenarios.
Interpret test results and prepare in-depth reports that outline key aspects of a model requiring intervention.
Why Anaptyss?
Our Key Differentiators in Model Risk Management
Domain Expertise
In-depth insights into financial profiles for better interpretation.
Accurate Modeling Techniques
Rapid and accurate risk modeling using industry-leading techniques.
Cloud Data Management
Improved security, flexibility, and scalability with cloud-based data management.
Scalable Solutions
Experienced consultants and domain experts enable rapid deployment and fast configuration.
