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Model Risk Management (MRM) Validator

Risk, capital and model governance

Use Moraph's risk products to govern models under SR 11-7, run stress tests and credit loss estimates with traceable judgment, and control spreadsheets, asset-based lending collateral and digital asset custody.

Advanced2 hr 49 min14 lessonsFor Users, AdministratorsCertificate of completion

Lesson plan (printable)

About this course

Banks, credit unions and lenders rely on models and model-like tools for some of their most consequential numbers: credit decisions, capital ratios, the allowance for credit losses. Supervisors expect those tools to be inventoried, validated, monitored and governed, and they expect every judgment applied to model results to be reasoned, approved and traceable. This course shows how Moraph's risk products support that work, starting with the Model Risk Management (MRM) Validator and moving through Stress Testing & Capital Planning (DFAST) and the IFRS 9 / CECL Impairment Calculator.

The last module widens the view to controls that sit around models: Spreadsheet Risk Control for critical end-user computing tools, the Dynamic Collateral Monitor for asset-based lending, and the Crypto-Asset Custody Bridge for digital asset safekeeping. Throughout, the same principles apply: the products run tests, organize evidence and enforce separation of duties, while the conclusions, approvals and policy decisions remain your institution's.

What you’ll be able to do

  • Keep a model inventory, confirm risk tiers and run reproducible validations in the Model Risk Management (MRM) Validator
  • Track monitoring breaches and findings to closure while keeping validators independent of the models they review
  • Build a stress testing run from approved scenarios and record overlays and challenges instead of editing results
  • Take a CECL or IFRS 9 allowance period from reconciled data to a locked, reproducible estimate
  • Explain how end-user computing controls, collateral monitoring and custody controls support model and capital governance
  • Recognize what each product decides for you and what remains your institution's judgment

Skills you’ll gain

  • Model risk governance
  • Model validation evidence
  • Stress testing and capital planning
  • CECL and IFRS 9 impairment
  • End-user computing controls
  • Collateral and custody controls

Before you start

  • You have finished Moraph foundations, or you already know how records, stages and tasks work in Moraph Apps
  • You work in model risk, risk management, finance, credit, treasury or operations at a regulated financial institution, or administer the products they use
  • You are familiar with the basic ideas of model validation, capital planning and credit loss accounting
  • Recommended first: Moraph foundations: technology for high-stakes work

Syllabus

3 modules · 9 readings · 1 practical exercise · 4 assessments

  1. Module 1Governing models with the MRM Validator

    1. Reading: The model inventory and risk tieringReading · 12 min
    2. Reading: Validating a model with reproducible evidenceReading · 13 min
    3. Reading: Monitoring, findings and approvalsReading · 12 min
    4. Assessment: Module 1 knowledge checkAssessment · 8 min

  2. Module 2Stress testing and credit loss estimates

    1. Reading: Scenarios, runs and capital projectionsReading · 12 min
    2. Reading: Overlays, challenge and locking a runReading · 11 min
    3. Reading: Closing the allowance under CECL and IFRS 9Reading · 14 min
    4. Practical exercise: Practical: challenge judgment in a capital cyclePractical exercise · 15 min
    5. Assessment: Module 2 knowledge checkAssessment · 8 min

  3. Module 3Controls around the numbers

    1. Reading: Controlling critical spreadsheetsReading · 12 min
    2. Reading: Monitoring asset-based lending collateralReading · 12 min
    3. Reading: Crypto-asset custody controlsReading · 12 min
    4. Assessment: Module 3 knowledge checkAssessment · 8 min
    5. Assessment: Final assessmentAssessment · 20 min

What completion gives you

Complete every lesson and pass each assessment to complete the course. You then get a completion record in My learning, and a certificate of completion you can print or share, with a code anyone can check at academy.moraph.com/verify.

Completion is not certification

Course completion records and certificates of completion show that a person completed a Moraph Academy course. They are not a Moraph certification (which needs the certification exam), a professional license or an accreditation, and they do not authorize anyone to configure, operate, resell or support Moraph products on Moraph’s or anyone else’s behalf.

Course updates

  • Version 1 · · First version.