Model Validation Services for Consumer Credit Risk

Moody’s Analytics provides independent and unbiased model validation and advisory services for proprietary and third party consumer credit risk models.

Benefit from best-practices and expertise

» Conduct qualitative and quantitative analysis based on the model objectives » Demand thorough and defensible documentation for internal and third party review » Review model assumptions and methodologies » Assess performance using extensive modeling, econometric, machine learning and regulatory expertise » Verify that the model assesses material risks and ensures reasonable mitigation actions » Provide findings and recommendations

MOODY’S ANALYTICS | Model Validation Services for Consumer Credit Risk 1 » Offer guidance on maintaining quality models and governance practices » Importantly, we design challenger models for model developers to use as a performance benchmark

We provide model validation services for financial institutions of all sizes:

» Loan Lifecycle Management Models: Underwriting, Pricing, Origination, Loss Mitigation, Disposition » Regulatory, Economic, Financial Capital & Stress Testing Models: Basel, CCAR, PRA, EBA, etc. » Financial Reporting: IFRS9 and CECL

We also provide advisory services on:

» Credit Portfolio Management Models: Risk Appetite, Concentration Risk, Operational Risk, etc. » Business & Strategic Planning Models: Credit Policy, Marketing, etc. » Gap Analysis » Best Practices and Model Governance

Consumer Credit Loss Forecasts and Economic Scenario Analyses from a Leading Source

Moody's CreditCycle service is supported by economists with more than 20 years of experience in forecasting business cycles and formulating stress scenarios. We offer a quantitative, transparent, and documented methodology for incorporating economic factors into stress tesing processes.

MOODY’S ANALYTICS | Model Validation Services for Consumer Credit Risk 2 CONTACT US Find out more information about Moody’s Analytics award winning products and solutions.

https://www.moodysanalytics.com/request-more-information

CONTACT DETAILS

Visit us at moodysanalytics.com or contact us at a location below.

AMERICAS EMEA ASIA (EXCLUDING JAPAN) JAPAN +1.212.553.1653 +44.20.7772.5454 +852.3551.3077 +81.3.5408.4100 [email protected] [email protected] [email protected] [email protected]