Internal model governance practices are evolving with projects such as IRB Repair, TRIM guide, Basel IV, and new challenges such as the A.I Act and climate risks.

Our MRM (Model Risk Management) offer is divided into two parts:

  • Governance & Steering: we support the evolution of the MRM system, define the model tiering methodology, manage the model inventory, and integrate these principles into the ICAAP process with steering tools,
  • Implementation & Tools: we support the LOD1 (Line Of Defense) and LOD2 business lines in model reviews and backtesting, integrate new technologies (AI, climate risk), and optimize operational efficiency with automated tools.

We provide multidisciplinary teams to support Risk Departments in the governance, steering and implementation of the model risk monitoring system, integrating new regulatory and technological requirements.

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