Navigating SR 26-2: New technological requirements for model risk management
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The release of SR 26-2 marks an important shift in how regulators expect financial institutions to approach model risk management. Moving beyond static frameworks and checklist-driven compliance, the focus is now on adaptability, interconnected risk insights, and continuous engagement across the model lifecycle.
In this whitepaper, you’ll learn:
- What’s changing from SR 11-7 to SR 26-2
- Why configurability is becoming essential for Model Risk Management (MRM)technology
- How to manage aggregate risk through model dependencies
- What a modern, knowledge-driven model inventory looks like
- How to deal with vendor models and emerging AI risks
Download the whitepaper to understand what SR 26-2 means for your organization and how to adapt your Model Risk Management framework.
About the
Author(s)
Jos Gheerardyn is the co-founder and Chief Executive Officer (CEO) of Yields. Prior to his current role, he worked as both a manager and an analyst in the field of quantitative finance. With nearly 20 years of experience, he has worked with leading international investment banks and start-up companies. Jos is the author of multiple patents that apply quantitative risk management techniques to the energy balancing market. Jos holds a PhD in superstring theory from the University of Leuven.
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