Model Risk Management with MATLAB
Adherence to regulations is critical, but how do you ensure compliance when regulations keep evolving? Traceability, reproducibility, and reusability are the three pillars upon which models should be constructed to meet regulatory requirements. Doing so will naturally reduce operational costs and provide the agility necessary for the risk team to adapt. A platform is necessary to address key challenges around model implementation, validation, governance, and review. The environment must have automation capabilities like documentation generation and model validation automation. It must also provide complete model lineage to ensure adherence to regulatory standards such as SR11-7, Basel, CCAR, CECL, and FRTB. Finally, making use of existing models and providing programming language interoperability is crucial given that we now live in a polyglot world. All this information must be summarized in customizable dashboards to be consumed on demand by key stakeholders. In this session, see a demonstration of MRM capabilities in MATLAB® through model development (advanced AI and deep learning), model lineage, documentation automation, model review, and monitoring examples, all tracked within MathWorks Model Inventory.
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