Keep Your Numbers in Check

Model Validation Toolkit

Kidbrooke's OutRank Scenario Validation Toolkit is a collection of APIs that enables financial institutions as well as a spectrum of other industries to conduct in-depth independent reviews of their scenario engines.

Easy to Deploy

The OutRank Model Validation Toolkit can be easily integrated into our customers’ systems via our API. Alternatively, customers may access reports and supporting analytics through Kidbrooke’s Report Viewer.

High Level of Customisation

Kidbrooke provides an option to calibrate risk factors to customer-specific data and an ability to adjust the standard calibration of our economic scenario generator to align it with your respective house views.

OutRank Economic Scenario Generator

Kidbrooke’s model validation toolkit ships with Kidbrooke’s Economic Scenario Generator, enabling our customers to regularly check whether the scenarios driving their offerings are in line with our independent benchmarks

We review your models

We design and perform an annual review of your models’ statistical properties, aimed at monitoring and minimising the risk for model deficiency. The toolbox includes the following validation components:

Benchmarking of:

  • Marginal distributions;
  • Dependency structure;
  • House views.

Tests can be applied to:

  • ESG Scenarios;
  • Model portfolios;
  • Actual portfolios.

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