Financial Models

Several cycles into the current regulatory regime, banks and financial institutions seek to improve efficiencies, save costs and reduce complexity in their model infrastructure.  At the same time, banks are seeking to leverage investment in stress testing capabilities for business forecasting, capital management, and now, CECL.  We work with model owners to reduce inefficiencies and increase automation. 

Additionally, the stakes in managing model risk have never been higher. Over the past few years, OCC Circular 2011-12 and SR 11-7 ushered in a new era of model ownership and management.  Oakleaf assists clients in defining model governance, performing pre-validation work such as documentation, testing or code improvement, performing model validations, and remediating models or developing new ones.  

Model Development

    • Predictive Analysis
    • Statistical Analysis
    • Scenario Analysis
    • Loss Forecasting

Model Infrastructure 

    • Model Technology Architecture
    • Cloud-based Computing 

Model Risk Management

    • Model Governance & Policy
    • Independent Model Validations
    • Model Documentation
    • Model Inventory
    • Validation Reporting

How Our Models Can Help 

Model Application

    • Stress Testing
    • CECL
    • Loss Forecasting 
    • Credit Pricing
    • Litigation Damages