Independent Model Validation
Fast, Accurate, Regulatory-Grade
We provide independent, AI-first validation of quantitative models across both trading and banking books, ensuring accuracy, regulatory compliance and confidence from all stakeholders. Our work combines deep quantitative expertise with transparent methods and rigorous supervisory standards.
In the trading book, we review pricing engines and risk models spanning equities, rates, FX, commodities, credit and exotics. Our validation covers price and Greeks, VaR, Expected Shortfall, stress-testing frameworks, XVA and FRTB (IMA), as well as data pipelines, back-testing processes and P&L attribution.
For the banking book, we validate credit-risk and economic-capital models (IRB, IFRS 9, Basel III–IV), ALM and liquidity frameworks, interest-rate risk models and provisioning systems, ensuring robust balance-sheet projections and capital planning under stress.
Each engagement combines diagnostic reviews, replication testing and benchmarking against independent sources. Documentation is aligned to SR 11-7, giving management and regulators full confidence in both methodology and results.
Clients rely on us for:
- 100 % regulatory sign-off across all validated models
- Faster remediation cycles—up to 50 % quicker than in-house teams
- AI-powered Independent benchmarks with basis-point level accuracy
- Sustainable frameworks for ongoing monitoring and challenge