SR 11-7 Model Risk Management
Due to SR 11-7 and other Model Risk Management requirements, many research groups are required to validate their models, as well as all factors used within the model. We can help validate factor calculations, improve underlying data checks, and enhance end to end processes to be in compliance with the latest industry requirements.
Recalculation of factors in R
We can help ensure model compliance by calculating both research and production factors in R, including model risk management with SR 11-7. Factor values can be verified throughout history on a daily, monthly, or yearly basis. All results will be organized in reproducible reports created specifically to meet your model validation needs.
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