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Offering: Quantitative Risk Analytics

With the increased use and importance of modeling in capital and liquidity planning, model risk management is receiving a high level of regulatory scrutiny. To serve its clients, BCG Platinion has assembled the industry’s best talents to provide expert knowledge and insight on model risk management, model development, model validation and implementation processes and documentation. BCG Platinion’s distinguished execution of projects includes the following:

Model development

  • Design, logic, and theory
  • Data gathering and sourcing
  • Assumptions and limitations
  • Implementation and calibration
  • Version management
  • Document development

Model validation

  • Evaluate conceptual soundness
  • Develop challenger model
  • Evaluate data and algorithms
  • Review output, processing and documentation
  • Produce model performance metrics
  • Perform back testing and sensitivity analysis
  • Execute model monitoring for optimization
  • Benchmark with other models
  • Document validation

Model governance, policies and control framework

  • Design control framework
  • Enterprise model inventory
  • Align documentation to regulatory requirements
  • Define organization roles and management/board ownership

Ernesto Robles
Managing Director
Head of Risk Practice

10 Hudson Yards
New York, NY
10001 United States

Tel. +1 (212) 446-2931

Contact Ernesto