Model Risk Management Solutions
Acuity Knowledge Partners believes that MRM is not just a risk-mitigation function, but also a substantial opportunity for direct value addition. Meticulous model validation enables significant advances in the development and implementation of sophisticated and relevant models that improve real-world business decision making. Our subject-matter experts (SMEs) work in close collaboration with client teams to design, implement and monitor best practices across model testing, documentation and governance functions in accordance with regulatory requirements such as CCAR, DFAST and SR 11-7.
We proudly differentiate our model risk management solutions by our multi-asset capital markets expertise, which enables us to critically evaluate and elevate highly specific and complex models (such as those for derivatives and securitised products) from a conceptual perspective, beyond the pure statistical lens. Therefore, we are a partner of choice across both the lines of defence, namely development and model validation.
Support We Offer in Model Risk Management
Support We Offer in Model Risk Management
Customer Testimonials
Acuity analysts have been fantastic to work with; they are insightful and sharp, communication is great, and we have high confidence in the work that we see from them – VP, Model and Enterprise Risk.
US-based bank holding company
I enjoy working with the Acuity team and value the work done. Acuity has been able to work independently so far and that's an important aspect of the engagement. From what I have seen, the team is easy to work with, well structured and flexible and has a good collaborative attitude – VP, Model and Enterprise Risk.
US-based bank holding company
The team has been wonderful to work with. They are eager to learn, deliver on time and partner very well with model owners – MD and Head of Risk and Controls.
US-based asset manager
Acuity's role in delivering validations with quantitatively complex models within tight deadlines is appreciated; their contributions have been critical to meeting regulatory expectations. The team’s ability to learn fast and effectively helped to extend their contribution to other projects as well – VP, Model Risk Management.
US-based multinational investment bank and financial services company