Chief Risk Officer Forum - Principles for Regulatory Admissibility of Internal ModelsChief Risk Officer Forum - Principles for Regulatory Admissibility of Internal Models This article ... risk can be modeling on integrated basis through direct modeling of the index (e.g., through an Economic ...
Description: This article describes an initiative of the Chief Risk Officer Forum to perform a study to benchmark internal models, so as to discuss the admissibility of these models for regulatory purposes in the context of Solvency II. The results of and reactions to that study are discussed.Hide
- Authors: John Hele, Henk van Broekhoven
- Date: Mar 2006
- Competency: Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Finance & Investments