{"id":21606,"date":"2026-07-14T14:00:37","date_gmt":"2026-07-14T17:00:37","guid":{"rendered":"https:\/\/www.bibliotecadeseguranca.com.br\/en\/?p=21606"},"modified":"2026-07-14T13:28:34","modified_gmt":"2026-07-14T16:28:34","slug":"model-risk-management","status":"publish","type":"post","link":"https:\/\/www.bibliotecadeseguranca.com.br\/en\/livros\/model-risk-management\/","title":{"rendered":"Model Risk Management"},"content":{"rendered":"<p><span style=\"color: #003366;\"><strong><img loading=\"lazy\" decoding=\"async\" class=\"alignleft size-full wp-image-21607\" src=\"https:\/\/www.bibliotecadeseguranca.com.br\/en\/wp-content\/uploads\/2026\/07\/model-risk-management.jpg\" alt=\"Model Risk Management\" width=\"145\" height=\"205\" srcset=\"https:\/\/www.bibliotecadeseguranca.com.br\/en\/wp-content\/uploads\/2026\/07\/model-risk-management.jpg 145w, https:\/\/www.bibliotecadeseguranca.com.br\/en\/wp-content\/uploads\/2026\/07\/model-risk-management-106x150.jpg 106w\" sizes=\"auto, (max-width: 145px) 100vw, 145px\" \/>KPMG<\/strong><\/span><\/p>\n<p><span style=\"color: #003366;\"><strong>Overview:<\/strong><\/span> The global financial crisis showed that controls and governance frameworks associated with valuation, risk and other operating models can be fragmented, incomplete or unreliable. Therefore, regulators have increased scrutiny to ensure that financial institutions maintain effective and sustainable model risk management programmes. In this context, models are not only meant to be valuation and risk models, but also other models used for business decision or financial reporting. According to CRD IV, Article 85, all institutions need to implement policies and processes to evaluate and manage the exposure to model risk. In addition, there are specific requirements for valuation models (e.g. Pillar 2, PruVal) and further requirements for internal risk models (e.g. IRBA, IMM, IMA, AMA).<\/p>\n<p><a href=\"https:\/\/www.bibliotecadeseguranca.com.br\/wp-content\/uploads\/2026\/07\/model-risk-management.pdf\" target=\"_blank\" rel=\"noopener\"><img loading=\"lazy\" decoding=\"async\" class=\"alignleft wp-image-11251 size-full\" src=\"https:\/\/www.bibliotecadeseguranca.com.br\/en\/wp-content\/uploads\/2014\/08\/download.gif\" alt=\"Download\" width=\"89\" height=\"25\" \/><\/a><\/p>\n","protected":false},"excerpt":{"rendered":"<p>KPMG Overview: The global financial crisis showed that controls and governance frameworks associated with valuation, risk and other operating models can be fragmented, incomplete or unreliable. Therefore, regulators have increased scrutiny to ensure that financial institutions maintain effective and sustainable model risk management programmes. In this context, models are not only meant to be valuation and risk models, but also other models used for business decision or financial reporting. According&hellip; <\/p>\n","protected":false},"author":3,"featured_media":21607,"comment_status":"open","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[6,112,51,19],"tags":[],"class_list":["post-21606","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-livros","category-download","category-english","category-risco-e-perdas"],"views":43,"_links":{"self":[{"href":"https:\/\/www.bibliotecadeseguranca.com.br\/en\/wp-json\/wp\/v2\/posts\/21606","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.bibliotecadeseguranca.com.br\/en\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.bibliotecadeseguranca.com.br\/en\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.bibliotecadeseguranca.com.br\/en\/wp-json\/wp\/v2\/users\/3"}],"replies":[{"embeddable":true,"href":"https:\/\/www.bibliotecadeseguranca.com.br\/en\/wp-json\/wp\/v2\/comments?post=21606"}],"version-history":[{"count":1,"href":"https:\/\/www.bibliotecadeseguranca.com.br\/en\/wp-json\/wp\/v2\/posts\/21606\/revisions"}],"predecessor-version":[{"id":21608,"href":"https:\/\/www.bibliotecadeseguranca.com.br\/en\/wp-json\/wp\/v2\/posts\/21606\/revisions\/21608"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/www.bibliotecadeseguranca.com.br\/en\/wp-json\/wp\/v2\/media\/21607"}],"wp:attachment":[{"href":"https:\/\/www.bibliotecadeseguranca.com.br\/en\/wp-json\/wp\/v2\/media?parent=21606"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.bibliotecadeseguranca.com.br\/en\/wp-json\/wp\/v2\/categories?post=21606"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.bibliotecadeseguranca.com.br\/en\/wp-json\/wp\/v2\/tags?post=21606"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}