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1. Introduction
2. Outline
3. Background
4. Pillar I models (1)
5. Pillar I models (2)
6. Pillar I models (3)
7. The model approvement process under Pillar I
8. The model approvement process - 3 steps
9. Approvement process: cross-border application
10. The model approvement process - validation
11. Approvement process: areas to be assessed
12. Preparing for the model assessment (1)
13. Preparing for the model assessment (2)
14. Lessons learned during assessment process (1)
15. Lessons learned during assessment process (2)
16. Ongoing supervision of the models
17. Benefits for risked-based supervision
18. Supervisory approach to Pillar 2: Article 123
19. Supervisory approach to Pillar 2 models: ECM
20. Supervisory approach to Pillar 2: correlation
21. Supervisory approach to Pillar 2: article 124
22. Supervisory approach to Pillar 2: open questions
23. Internal models under Basel II and Solvency II (1)
24. Internal models under Basel II and Solvency II (2)
25. Summary and outlook
26. Thank you
27. References
28. 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

Series:

• Effective Risk Based Supervision of Financial Institutions

Categories:

• Finance, Accounting & Economics

Talk Citation

Publication History

• Published on August 30, 2009