Trusted Intelligence For A Safer Tomorrow

GenAI-powered Model Risk Management & Model Validation

One integrated platform to manage the entire model risk lifecycle — from validation and monitoring to inventory, findings and governance.

  • Faster validation
  • Stronger governance
  • Less manual effort
The Challenge

More Models. Same Resources.

As model portfolios expand, validation teams are under pressure to do more with the same resources. Manual test execution, weeks of documentation, spreadsheet-based inventories, fragmented findings and recurring audit preparation slow the validation lifecycle and make governance harder to scale.

  • Manual test execution
  • Weeks of documentation
  • Spreadsheet-based inventories
  • Fragmented findings
  • Recurring audit preparation
The Solution

One Integrated Platform For Model Risk

Aureon is a GenAI-powered platform that transforms how financial institutions validate models, manage model risk and maintain audit readiness. By bringing validation execution, reporting, model inventory, findings and governance workflows onto one integrated platform, Aureon enables institutions to scale model oversight without continuously expanding their teams.

  1. 01
    Validation Execution

    AI-assisted testing & standardized workflows

  2. 02
    Reporting

    GenAI-generated validation documents

  3. 03
    Model Inventory

    Ownership, classification & review status

  4. 04
    Findings

    Remediation tracked through closure

  5. 05
    Governance

    Approvals, access control & audit trails

Aureon Features

Everything Your MRM Team Needs

01
Accelerated Validation Cycles

Accelerate model validation through AI-assisted test execution and standardized workflows that reduce repetitive manual effort. Improve turnaround time and consistency across reviews, enabling validators to focus on interpreting results, challenging assumptions and assessing model limitations.

02
Automated Validation Documentation

Prepare high-quality, client-ready validation documents using GenAI-powered large language models trained on a diverse range of model development and validation documentation. Generate structured reports with traceable evidence, embedded diagnostics and clear conclusions — reducing drafting and consolidation effort while improving the consistency, completeness and clarity of documents for review and approval.

03
Policy-aware GenAI Co-pilot

A GenAI Co-pilot informed by regulatory guidelines and frameworks, and by your bank's internal guidelines — including its MRM policy and model validation standards. It generates context-specific insights to support validation assessments, standardize outcomes, identify gaps against applicable requirements and benchmark practices against industry standards.

  • SR 26-2
  • ECB-TRIM
  • PRA SS1/23
  • IFRS 9
  • IRB
04
Challenger Model

Develop challenger models using a range of advanced statistical and machine learning approaches to benchmark existing models and evaluate alternative methodologies. Compare predictive performance, robustness and key assumptions to identify potential limitations and opportunities for improvement, supporting evidence-based validation conclusions.

05
Comprehensive Model Coverage

Support validation and governance across a wide range of banking models — from credit risk and fraud to market risk, IRRBB and marketing models.

  • Credit Risk
  • Fraud
  • Market Risk
  • IRRBB
  • Marketing
See full coverage
06
Multi-Cycle Validation Tracking

Track and compare model performance across successive validation cycles to identify trends, assess stability and detect emerging deterioration. Maintain a historical view of validation results to evaluate changes over time and support informed decisions on model suitability, recalibration and redevelopment.

07
Model Inventory Management

Maintain a centralized view of all models, covering ownership, classification, status, approvals, RAG status, periodic reviews and ongoing monitoring. Strengthen visibility and accountability throughout the model lifecycle, helping teams coordinate governance activities and track review requirements.

08
Centralized Findings Management

Bring validation findings, remediation actions and supporting evidence into a centralized environment for collaboration between validators and model developers. Establish clear ownership and track progress through resolution and closure, strengthening accountability and reducing fragmented follow-ups.

09
Audit-ready Governance & Controls

Strengthen model oversight through configurable workflows, approval controls, role-based access and comprehensive audit trails. Maintain a traceable record of validation activities, review decisions and approvals, helping institutions demonstrate adherence to governance requirements and respond efficiently to audit requests.

Model Coverage

Built For The Full Spectrum Of Banking Models

Aureon supports validation and governance across a wide range of banking models.

Credit Risk
  • IRB Model
  • IFRS 9 Model
  • Retail Scorecard
  • Rating Model
Market Risk
  • VaR & Expected Shortfall (ES)
  • Pricing Model
  • CVA / DVA Model
  • FRTB Model
IRRBB
  • Prepayment Model
  • Early Redemption Model
  • Non-maturity Deposit Model
Fraud
  • Acquisition Fraud Model
  • Transaction Fraud Model
Marketing
  • Propensity Model
  • Next Best Offer Model
Benefit For You

Scale Model Oversight, Not Headcount

Aureon helps your institution strengthen model risk management across the entire model lifecycle. It helps you achieve faster, more consistent validation and stronger model oversight — from testing and independent challenge to documentation, remediation and audit readiness.

Together, these capabilities enhance validation team productivity, strengthen enterprise-wide model governance and create a scalable model risk management framework that supports portfolio growth without a proportional increase in manual effort or headcount.

One Centralized View Of

Replacing fragmented information spread across different channels, teams and systems.

  • Model inventory
  • Ownership
  • Risk classifications
  • Validation status
  • Findings & issues
  • Remediation actions
  • Approvals
Faster, Consistent Validation

From testing and independent challenge to documentation and remediation.

Stronger Model Governance

Enterprise-wide oversight that keeps you audit-ready.

Less Manual Effort

Support portfolio growth without a proportional increase in headcount.

Turn Model Complexity Into
Confident Decisions.

See how Aureon can accelerate validation and strengthen model governance at your institution.

Contact

Talk To Us About Aureon