Large Bank Examination Workshop February 2026

First page Table of contents Next page Last page

Agenda	2
Model Risk Management	3
Model Risk Management Exercises	78
Exercise #2 Sample Model Output Review with Model Output	78
Exercise #2 Sample Model Output Review	78
Exercise #2 Redacted ALM Risk Model Output	80 - 81
Vendor Model Certification - THC Decisions	90
Exercise #3 Sample Model Validation Review with Validation Report	93
Exercise #3 Sample Model Validation Review	93
Exercise #3 Sample Bank Model Validation 2022	95
Exercise #4 Sample MRM Policy review with Redacted data	108
Exercise #4 Sample MRM Policy review	108
Exercise #4 Redacted Bank Model Risk Management Policy	109
Liquidity Risk Management	122
Liquidity Risk Management Exercises	181
LRM Exercises	181
ex 1-3	181
Exercise 1 CIBC AR	183
Exercise 2 CIBC CIBC AR	185
Exercise 3 CIBC AR	192
3 Exercise 3 CIBC Funding	190
Capital Adequacy and Stress Testing	194
Capital Adequacy and Stress Testing Exercises	259
Exercise #1 CIBC UBPR Capital Analysis 20250930	260
Exercise #1 Capital Trends from UBPR	259
Exercise #2 CIBC Capital Planning and Stress Testing	265
Exercise #2 CIBC 2024 Annual Report P51	267
Conclusion	268
Learning Roadmaps	270 - 271
Accreditation & Certification	272 - 273

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