About us
Products & Services
Model Development
Risk Consultancy
Independent Validation
Data Sharing
Planning & Forecasting
Training Courses
Contact Us
Business Associates

A large number of our clients use Rhino Risk for independent evaluation and validation of their own model developments and credit risk strategies.

We have recently been involved in the following projects involving independent validation:

  • Validation of consumer PD models for a major UK Building Society
  • Validation of commercial PD models for a major UK Bank
  • Validation of stress testing approaches to meet the requirements of Basel II for a UK Building Society
  • Validation of methods to develop long run average PD models for a number of UK Banks and Building Societies
  • The development of an independent model development and validation framework process for a leading UK Bank

The work we have undertaken to validate firm's models focuses on providing genuine value to clients in helping them develop best practice techniques, and in providing a valuable external perspective on their own models and processes.

Many of our validation reports have been forwarded to the Financial Services Authority as part of a client's overall evidence supporting their quality of their model developments.

We have also provided high level Basel II advice to Senior Managers, Risk Committees and Boards of banks and UK lenders.