ARCSys provides independent model validation aligned to regulatory guidance and your model risk management policies, giving your board and examiners confidence in your ALM and CECL results.
You don't have to switch anything to find out how your CECL or ALM model holds up. We test it from the loan up: data lineage, GL reconciliation, segmentation, assumptions, and back-tests, on any platform.
A validation is only useful if the findings are clear enough to act on and the remediation path is written down before the examiner asks.
We start where the model starts, with your loans, and work up: data lineage and GL reconciliation first, then segmentation, assumptions, and back-tests, then the documentation that has to support them. On any platform: vendor software, a simplified tool, or an in-house spreadsheet.
Methodology, segmentation, and assumption choices reviewed against your portfolio and regulatory guidance.
Data inputs, mapping, and reconciliation to the general ledger tested end to end.
Back-testing and sensitivity analysis to show how the model behaves against actuals and under changing assumptions.
Period-over-period movement traced to its drivers and compared with the explanation management provides.
Validation scoped to your model risk management policy and the standards your examiners apply.
A written report with prioritized findings and a remediation path the board can follow.
The engagement is scoped to your models, your policy, and your exam calendar, then documented so the findings travel with you into the next review.
Your model, platform, policy, and the questions your committee needs answered.
Data lineage, GL reconciliation, look-back periods, and the loan attributes behind each segment.
Segmentation, Q-factors, prepayment, forecast documentation, back-testing, and sensitivity.
Graded High, Moderate, or Low. A High finding should be resolved before the model can be validated.
Documented findings and a clear remediation path you can take to your committee.
What is the validator, auditor, or examiner going to ask, and when?
Connect the data, assumptions, and analysis so the result can be traced.
Turn the review into documentation the board and the examiner can follow.
Close findings with ARCSys specialists beside your team.
An upcoming validation, audit, or examination is the most common trigger. The right time to prepare for scrutiny is before the request arrives, with a report whose methodology, findings, and remediation paths are already clear.
▸ Request a scope callSpecialist perspective and support when internal teams need more than a generic support channel.
Assess a complex model question with specialist support rather than relying solely on internal capacity or untested assumptions.
Independent validation aligned to regulatory guidance, with findings and remediation documented.
Bring your exam calendar and the model you are least sure about.
