Skip to main content

Risk Model Validation

Risk model validation and back-testing

Complexity: Complex | Duration: 30m+ | Category: Industry/Financial Services

Tags: model validation risk compliance

Workflow Diagram​

Steps​

Step 1: Review documentation​

Agent: model

validator - Assess model design

Step 2: Test inputs​

Agent: model

validator - Verify data quality

Step 3: Validate methodology​

Agent: quantitative

analyst - Check calculations

Step 4: Back​

Agent: test results

model-validator - Compare predictions to actuals

Step 5: Sensitivity analysis​

Agent: risk

analyst - Test assumptions

Step 6: Document findings​

Agent: model

validator - Create validation report

Step 7: Track issues​

Agent: model

validator - Monitor remediation

Usage​

To execute this workflow:

/workflow industry/financial-services/risk-model-validation.workflow

See other workflows in this category for related automation patterns.