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Glossary
Regulatory & risk Also known as: Model Risk Management Guidance, Federal Reserve SR 11-7 · Last reviewed

What is SR 11-7?

SR 11-7 was the Federal Reserve's supervisory guidance on model risk management (validation, governance, ongoing monitoring), superseded on April 17, 2026 by the revised interagency guidance issued through SR 26-2 and OCC Bulletin 2026-13.

SR 11-7 in commercial lending practice

Issued in 2011, SR 11-7 set the bar for any quantitative model a bank used in decision-making: prove the model is conceptually sound, validate it independently, subject it to effective challenge from people outside the development team, and monitor it on an ongoing basis. The framework was wide enough that examiners often pulled AI underwriting platforms, vendor scoring models, and spreadsheet-based pricing tools inside the model risk perimeter. On April 17, 2026, SR 26-2 and OCC Bulletin 2026-13 superseded SR 11-7 with revised interagency guidance that narrows the model definition and calibrates governance expectations proportionally for community banks. The disciplines SR 11-7 popularized (validation, monitoring, vendor oversight) still anchor examiner expectations, but citing SR 11-7 as live guidance in 2026 makes a credit file look stale.

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How SR 11-7 shows up in AI underwriting

Aloan automates the underwriting analysis where sr 11-7 matters — spreading, global cash flow, credit memo generation — with source-cited audit trails on every figure. See it run on a real deal in your standardized format.

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