Model Validation Consultancy

Model Validation

Our rigorous approach to model validation is based on a comprehensive set of validation document templates and workflows.

Unlike most model validation consultancies, CompatibL will replicate the results produced by your firm’s models using an independent model library maintained by ModVal.org, a division of CompatibL. With the delivery of your model validation report, we will include a customized copy of the ModVal.org library for validating future versions of your models.

Regulatory Validation

CompatibL can deliver a regulatory validation project independently, or in partnership with your advisory or quantitative consultant to provide specialized expertise on the latest regulatory frameworks.

Our regulatory model validation consultancy team have delivered multiple successful validation projects, leading to significant savings through the reduction in capital requirements for our clients.

CompatibL’s regulatory validation practice focuses on:

  • FRTB SA-TB (BCBS 352)
  • FRTB BA-CVA (BCBS 325)
  • FRTB SA-CVA (BCBS 325)
  • FRTB IMA-TB (BCBS 352)
  • Regulatory MPOR

Training

CompatibL has developed and presented several training courses to help model validation specialists to broaden their expertise in the latest regulatory frameworks. Our experts can customize our training program to suit the needs of your quants and model validation experts.

ModVal.org

CompatibL’s free resource for the model validation community, ModVal.org provides detailed calculation walkthroughs and validation spreadsheets for some of the most complex regulatory calculations.

Information and Demo

Get access to documentation, research and online demo.