Duration: 60 minutes

Hosted by:

Zach Englert, Senior Consultant, Empyrean Solutions

Alek Bevensee, Director, Financial Services, Elliott Davis

Join us for an in-depth session exploring best practices for validating regulatory models such as CECL, Stress Testing, and ALM. In an evolving regulatory and interest rate environment, ensuring model accuracy, integrity, and resilience is more critical than ever.

This webinar will provide a comprehensive look at validation expectations from both supervisory and internal audit perspectives, covering:

• Core components of effective model validation frameworks
• Common pitfalls and validation gaps observed in financial institutions
• Best practices for independent review, back-testing, and use of challenger models
• Documentation standards and governance expectations Practical insights on integrating regulatory guidance into model risk management strategies

This session is designed for risk professionals, model validators, auditors, and compliance teams seeking to strengthen their institution’s model governance and meet regulatory expectations with confidence.