Capital Markets School - October 2023

Internal Use Only

Model Identification & Inventory

Model Inventory Examples: • Model name • Model version • In ‐ house or third party • Model dependency • Model owners • Status of the model • Approval date • Description of model

• Description of usage • Time frame for next validation • People responsible for model development and validation • Type and level of risk • Dates of validations, monitoring activities, validation status, & material changes • And more!!!

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Internal Use Only

Model Identification & Inventory

The models have been identified. What comes next?

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