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