Model Risk Management
Delta Capita’s specially-developed technological model risk management solution offers continuous monitoring of derivatives, pricing model performance and model validation through an emulation engine. Outputs are presented using superior graphics with high-resolution 3D visualisations.
Our model risk management solution can be used across all assets and payoffs and can monitor model risk on single models or a portfolio of models. Its capabilities cover the ‘three lines of defence’ with a special focus on delivering continuous model performance and model validation at reduced times.
How Delta Capita can help:
Benefits of using our model risk management solution include:
- Having an all-in-one emulation environment for model performance evaluation, testing and validation
- Increased capacity for model developers, owners and approvers
- Substantial reduction in model lifecycle timelines and model validations
- Scalability of analytics
- Creation of a challenger model library
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