Large Bank Examination Workshop February 2026

Appendix A – Model Inventory

The Model Risk Management Group is responsible for maintaining an up-to-date inventory of models, designated calculations, and EUCs within the Bank. The inventory includes models currently in production, models under development, and models that have been retired. The inventory includes the following key attributes:

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Model’s use and purpose

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Classification

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Owner

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Governance committee

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Date of last update

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Date of last validation

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Scope of last validation

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Source of inputs

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Model outputs

• Theoretical model used (term structure, volatility surface, etc.) • Version of model in production (for vendor models) • Most current version of model available by the vendor

A survey of Bank management will be conducted at least annually to determine the models currently in place, models in development, or models in the planning stages for development, implementation and use.

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Model Risk Management Policy

March 15, 20XX

Classification: Confidential

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