by Jonathan Leonardelli, FRM | Sep 17, 2025 | Model Development
This blog series explores how applying a set of coding best practices can help reduce errors during model development. We’ve captured these practices in the acronym MATHS: Modularized, Archived, Tested, Honed, and Standardized. This post focuses on the Tested element....
by Jonathan Leonardelli, FRM | Sep 10, 2025 | Model Development
This blog series explores how applying a set of coding best practices can help reduce errors during model development. We’ve captured these practices in the acronym MATHS: Modularized, Archived, Tested, Honed, and Standardized. This post focuses on the Archived...
by Jonathan Leonardelli, FRM | Aug 27, 2025 | Model Development
Model risk management begins with robust model development, implementation, and use [1]. Yep – this blog series from FRG is going to talk about model risk management (MRM). While those words may have you moving your mouse to the “close window” x, stay with us. We are...
by Regitze Ladekarl, FRM | Jul 14, 2025 | Risk Report
At the end of June, the Federal Reserve released the results of the 2025 Dodd Frank Act Stress Test (DFAST). This is the annual test where banks send their balance sheets to the Fed which then works their scenarios and models to predict how the banks will fare through...
by Jonathan Leonardelli, FRM | Oct 24, 2024 | Model Development
This blog series explores the 10 steps of the Model Development Lifecycle so that you understand the components of model development and maintenance as well as where potential sources of model risk can reside. Read the first post here for an introduction to the series...
