Model Implementation

Model Implementation is the process of bringing a model to production from development. It includes constructing the model in the production environment based on the Technical Model Documents, making tests to see if the model in production does what it should and assessing the test results.

As RiskQuest we understand Technical Model Documents, but also understand the production environment. We can discuss with all stakeholders that are involved. We have experience on implementing both IFRS9 and IRB models in large banks and small banks. In large banks we implemented models in existing solutions, whereas at small banks we implemented models in Python and R containers.