Economic capital model validation
Found 7 free book(s)ECONOMIC CAPITAL MODEL VALIDATION - willisre.com
www.willisre.comvalidation from different viewpoints: regulators, management, rating agencies and parallel developments in the banking sector. Validation is a necessity, and yet
North American CRO Council
www.crocouncil.org3 Section 2:€Introduction By addressing aspects of model validation, the objective of this publication is to provide guidelines to interested stakeholders (i.e. internal management, rating agencies, and regulators) on how to
Measuring Economic Policy Uncertainty
www.policyuncertainty.comMeasuring Economic Policy Uncertainty Scott R. Baker,a Nicholas Bloom,b and Steven J. Davisc 10 March 2016 Abstract: We develop a new index of economic policy uncertainty (EPU) based on …
Preparing for Basel II Modeling Requirements - Forecasting
www.forecastingsolutions.commodel accuracy. Although not minimizing the importance of these other areas, for brevity’s sake the remainder of this article will focus on quantifying accuracy
MEASURING ECONOMIC POLICY UNCERTAINTY NATIONAL …
www.policyuncertainty.comMeasuring Economic Policy Uncertainty Scott R. Baker, Nicholas Bloom, and Steven J. Davis NBER Working Paper No. 21633 October 2015 JEL No. D80,E22,E66,G18,L50
Operational risk for insurers - EY
www.ey.comOperational risk for insurers 1 We are observing a new wave of demands for the quantifi cation of operational risk. Given the assessment of model shortcomings in the last fi …
FSI Award 2010 Winning Paper - Bank for International ...
www.bis.orgFinancial Stability Institute . FSI Award 2010 Winning Paper . Regulatory use of system-wide estimations of PD, LGD and EAD . Jesus Alan Elizondo Flores