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Printable Handouts
Navigable Slide Index
- Introduction
- Outline
- Background
- Pillar I models (1)
- Pillar I models (2)
- Pillar I models (3)
- The model approvement process under Pillar I
- The model approvement process - 3 steps
- Approvement process: cross-border application
- The model approvement process - validation
- Approvement process: areas to be assessed
- Preparing for the model assessment (1)
- Preparing for the model assessment (2)
- Lessons learned during assessment process (1)
- Lessons learned during assessment process (2)
- Ongoing supervision of the models
- Benefits for risked-based supervision
- Supervisory approach to Pillar 2: Article 123
- Supervisory approach to Pillar 2 models: ECM
- Supervisory approach to Pillar 2: correlation
- Supervisory approach to Pillar 2: article 124
- Supervisory approach to Pillar 2: open questions
- Internal models under Basel II and Solvency II (1)
- Internal models under Basel II and Solvency II (2)
- Summary and outlook
- Thank you
- References
- Contact details
Topics Covered
- Pillar I models
- The model approvement process under Pillar I
- Preparing for the model assessment
- Lessons learned during the assessment process
- Ongoing supervision of the models
- Benefits for risk based supervision
- Supervisory approach to Pillar II models
- Internal Models under Basel II and Solvency II
Links
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Talk Citation
Dietz, T. (2009, August 30). Supervisory evaluation of Pillar I and economic capital models [Video file]. In The Business & Management Collection, Henry Stewart Talks. Retrieved November 23, 2024, from https://doi.org/10.69645/NKSU5743.Export Citation (RIS)
Publication History
Supervisory evaluation of Pillar I and economic capital models
Published on August 30, 2009
45 min