Large Bank Examination Workshop February 2026

Model Development • The institution should have development processes for model owners to follow once the model choice has been made. • The objective is to implement a model that accurately quantifies the desired measures and reports them back to model users. • Documentation is an essential element of this process.

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Inputs Critical assumptions Quantification of key parameters Data (relevance, quality, availability)

Computation Processes Methodology Programming of necessary code

Reporting Processes Communication of outcomes to permit effective use in decision-making

Model Development

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