ECONOMIC CAPITAL MODEL VALIDATION - …
ECONOMIC CAPITALMODEL VALIDATIONMarkus StrickerWillis ECONOMIC CAPITAL ForumDavid SimmonsWillis ReDave IngramWillis ReContentsAbstract ........................................ ........................................ .......1Section I: Introduction ........................................ ..........................2Section II: Motivations for MODEL VALIDATION .................................3 Lessons from the banking industry .....................................3 Insurance regulation.
validation from different viewpoints: regulators, management, rating agencies and parallel developments in the banking sector. Validation is a necessity, and yet
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