Tracing model assumptions

Summary

Metadata describes a particular aspect of a model such as its name, limitations, and assumptions. Centrally organizing and managing all metadata is important for model development and validation teams to understand how model assumptions and limitations impact multiple models, and to avoid duplication in the model inventory. Additionally, it guarantees that changes are consistently applied across all impacted models.

In this video we show you how tracing model assumptions works in the platform:

  • Investigate specific topics related to model dependencies.
  • Discover the impact of particular events (e.g., regulatory change, macroeconomic event) on a model or group of models.
  • Easily track object definitions, relationships, assumptions, limitations, and findings.
Generating model documentation

Discover the Yields MRM Platform in action and learn how to streamline your model lifecycle.

Standardize and automate model documentation
Enable an enterprise-wide view of model risk
Centrally manage end-to-end processes
Achieve compliance with regulatory MRM standards