Model Validation Services

CompatibL offers independent validation services across a wide range of valuation and risk models. We have expertise in the latest quantitative research and model validation methodologies as well as implementation practices.

CompatibL has hands-on experience and expert judgement in all aspects of model QA and review processes. We validated hundreds of models and software solutions for banks and asset managers across multiple model types with applications to valuation and risk management.

Our regulatory expertise spans real-world and risk-neutral multi-factor and multi-asset risk models for most asset classes including interest rates, foreign exchange, equity, inflation, credit and commodities.

More details: https://www.compatibl.com/model-validation-consultancy/

Product and service specifications
Charging basis for consultancy work
• Fixed price
• Other
• Time and materials
Tags:
model validation, model review, models, FRTB, ISDA SIMM, IRRBB, Basel, SA-CCR, PFE models, multi-curve real world and risk neutral valuation