FI-Sim
Model Risk Monitoring Dashboard
SR 11-7 / EBA GL/2017/16 / PRA SS1/23
Model Health
Last Validation
Next Review Due
Rated Entities
IG / HY Split
Performance
Calibration
Alerts
MoC
View A: Discrimination Monitoring — Gini Coefficients
View D: Monotonicity Check — 22-Grade PD Scale (Log Axis)
View E: Population Summary
View B: Calibration Monitoring — Our PD vs S&P Observed Default Rate
View C: Migration / Stability — S&P Global 1Y Average Transition Matrix
Module M5: Alerts & Breaches — Validation Test Status
Test
Status
Metric
Threshold (GREEN)
Last Checked
Module M2: Margin of Conservatism — By Segment and Component
MoC Detail Table — Deficiency, Impact, Uplift
Segment
Data Sparsity (bps)
Model Uncertainty (bps)
Representativeness (bps)
Expert Judgement (bps)
Total MoC (bps)