SR 11-7 Compliant In partnership with New Frontier Analytics

Independent Model Validation Services

In partnership with New Frontier Analytics

Through our strategic partnership with New Frontier Analytics, FRA offers access to rigorous, independent model validation services across the full spectrum of quantitative risk models. All validation work follows SR 11-7 guidelines and industry-standard methodology.

Credit Risk (CECL, PD/LGD/EAD) Market Risk (ALM, VaR) Compliance Risk (AML/BSA) Data and AI Risk Stress Testing Liquidity and Capital

Validation Services

Comprehensive, independent model validation across all major risk domains — fully aligned with SR 11-7 regulatory expectations.

Credit Risk

End-to-end validation of credit risk models, ensuring accuracy and regulatory compliance.

CECL PD / LGD / EAD Credit Stress Testing Loan Rating Systems Credit Scorecards

Market Risk

Validation of models that manage fluctuations in market prices, interest rates, and liquidity positions.

ALM VaR Expected Shortfall Liquidity Stress Tests Capital Stress Tests

Compliance Risk

Validation of models used for regulatory compliance, anti-money laundering, and suspicious activity detection.

AML BSA Transaction Monitoring Suspicious Activity

Data & AI Risk

Governance, quality assurance, and validation of AI/ML models — including generative AI and advanced analytics.

Data Governance Data Quality GenAI Models ML Validation

Validation Methodology

All validation services follow a rigorous, structured process fully aligned with SR 11-7 regulatory guidance:

Model Design Review

Assessment of model design, assumptions, inputs, and data integrity.

Assumption Testing

Rigorous testing of model assumptions against market conditions.

Out-of-Sample Backtesting

Performance validation using holdout datasets and historical scenarios.

Sensitivity Analysis

Assessment of model behavior under varying input conditions.

Benchmarking

Comparison against industry standards and challenger models.

Governance Documentation

Executive summaries, issue ratings, and actionable recommendations.

Tools & Platforms

NFA validates models across the industry's leading platforms:

CECL
Moody's Impairment Studio Abrigo
ALM
QRM Empyrean Fiserv Prologue
AML / BSA
Verafin Actimize WireXchange

Ready to Validate Your Models?

Reach out through Financial Risk Academy. We will connect you with the right team to discuss your validation needs.

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