Chart of Accounts and Data Mapping
We evaluate the integrity and granularity of your chart of accounts and ensure accurate, consistent mapping from core systems to your model.
Assumption Review and Governance
We assess the foundation and support for key behavioral assumptions - including non-maturity deposit (NMD) decay rates and betas, loan and investment prepayment assumptions, and reinvestment strategies - benchmarking them against peer data, historical behavior, and current market dynamics.
Balance Sheet Optionality
Our team analyzes embedded options, such as early withdrawal features on CDs, callable securities, and prepayment risks, to evaluate whether the model captures the economic reality of optionality in both EVE and EAR simulations.
Model Documentation & Governance
We review model documentation for clarity, completeness, and consistency with actual practices. Our validation includes an assessment of the model governance structure - model ownership, change management, controls, and validation cycles - ensuring alignment with regulatory expectations (e.g., SR 11-7, OCC 2011-12).
Vendor Model Expertise
We have deep modeling and validation experience with the industry’s leading ALM platforms, including, but not limited to:
Moody’s ZMDesk / OnlineALM
Empyrean ALM
BancWare
Profitstar
As well as many other in-house or third-party solutions.
