Given the current interest rate environment, more attention is being placed on models being used by banks for a variety of reasons such as CECL, Asset Liability Management, etc. Model validations and third-party risk assessments are critical to ensure models are behaving as management expects and provide useful information for decision making. This session will cover the critical elements of a model validation and third-party risk assessment, to provide management teams with the tools necessary to effectively evaluate the models in use within their institution.
Professionals
