Financial Model Evaluation for U.S. Banking Expansion
Budget: $80 – $120 USD
I need a Financial Modeling and Risk Validation Expert to evaluate and adapt an internal banking expansion model for potential use in the U.S. market. This is for a case study based on a qualitative forecasting model in Excel, governed by regulatory guidance (SR 11-7 – Model Risk Management).
Key requirements include:
- Evaluate and adapt the existing banking expansion model
- Focus on improving the accuracy of model assumptions, particularly regarding economic conditions
- Ensure compliance with regulatory standards
Ideal Skills and Experience:
- Expertise in financial modeling and risk validation
- Strong understanding of regulatory frameworks, especially SR 11-7
- Proficient in Excel and qualitative forecasting techniques
- Experience with economic condition modeling and assumption testing
Your insights will help shape a robust model for our U.S. market entry.
Tested forecast error
Kolmogorov-Smirnov test P-value
Breusch-Pagan test p=value
Durbin Watson test statistics (0–4 range)
Durbin Watson test p-value
qualitative tests include: Backtesting with defined metrics and thresholds (MAPE, CERRPCT, MAD% etc.), Benchmarking analysis, Sensitivity Analysis, Trend Analysis, Rank-order Analysis.
Key requirements include:
- Evaluate and adapt the existing banking expansion model
- Focus on improving the accuracy of model assumptions, particularly regarding economic conditions
- Ensure compliance with regulatory standards
Ideal Skills and Experience:
- Expertise in financial modeling and risk validation
- Strong understanding of regulatory frameworks, especially SR 11-7
- Proficient in Excel and qualitative forecasting techniques
- Experience with economic condition modeling and assumption testing
Your insights will help shape a robust model for our U.S. market entry.
Tested forecast error
Kolmogorov-Smirnov test P-value
Breusch-Pagan test p=value
Durbin Watson test statistics (0–4 range)
Durbin Watson test p-value
qualitative tests include: Backtesting with defined metrics and thresholds (MAPE, CERRPCT, MAD% etc.), Benchmarking analysis, Sensitivity Analysis, Trend Analysis, Rank-order Analysis.