CCO Resource Center: Quant Model Oversight

Chief Compliance Officer Committee

Quant Model Oversight

In light of the members’ interest in overseeing quant models, we have asked members to share with us any policies and procedures they use to oversee their models. To date, I have only received information from one member. In this member’s policies and procedures, they refer to their quant models as a “Financial/Valuation Template.”

• Financial/Valuation Template Risk Management Policy and Procedures (Initiated July 2018)

The documentation provided by ICI that may be accessed by committee and task force members is restricted to members use only and not for distribution or reproduction. Documentation may be used internally at member organizations as needed to facilitate committee and task force initiatives.