Backtest periods
6 quarters
History visible
Variance
High
Corporate CASA
Approval
Blocked
Model risk
Audit
Versioned
Change history visible
Operator Workbench
The screen starts with the bank decision, owner, blocker, and next handoff.
Route/behavioral-alm/backtesting
Model risk / Internal audit
Primary decisionCan the assumption set be approved for ALM application?
Owner: Model Risk
Current blockerVariance exceeds tolerance on corporate current-account runoff.
Approvals and evidence control the next step.
Next actionOpen variance evidence and require revised model note.
Open Backtest Variance
Backtest Results
Backtest variance is the primary review surface for model risk.
| Period | Predicted runoff | Actual runoff | Variance | Status | Next action |
|---|---|---|---|---|---|
| Q1 2025 | ETB 420,000,000 | ETB 438,000,000 | 4.3% | Within tolerance | Retain evidence |
| Q2 2025 | ETB 390,000,000 | ETB 471,000,000 | 20.8% | High warning | Revise assumption |
| Q3 2025 | ETB 455,000,000 | ETB 480,000,000 | 5.5% | Review | Attach note |
Model Risk Approval Panel
Configuration and approval controls stay visible beside the workpaper flow.
| Field | Value | Evidence / action |
|---|---|---|
| Assumption set | Deposit decay v0.3 | Blocked |
| Reason | High backtest error | Required |
| Decision | Approve / reject | Checker only |
Required Inputs
Bank-provided inputs needed before this workspace can support official calculation evidence.
| Data requirement | Configuration status | Owner | Next action |
|---|---|---|---|
| Predicted runoff | Evidence needed | Bank data owner | Provide source extract or policy reference |
| Actual runoff | Evidence needed | Bank data owner | Provide source extract or policy reference |
| Tolerance policy | Evidence needed | Bank data owner | Provide source extract or policy reference |
| Model version | Evidence needed | Bank data owner | Provide source extract or policy reference |
| Approval note | Evidence needed | Bank data owner | Provide source extract or policy reference |
Operational States
The same screen accounts for empty, loading, blocked, validation, and approval states.
Loading stateSource checks runningLarge extracts stay in review until hash, row count, and schema validation finish.
Empty stateNo approved source rowsThe workspace shows required inputs and owner handoff instead of empty charts.
Blocked stateEvidence or approval missingOfficial output stays unavailable until the blocker is cleared by the owner.