Firms struggling with validating external models, expert judgement and risk dependencies, say experts
Calibration for general insurers and with-profits funds frustrates regulator's progress
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Internal models articles
Regulators have increasingly been pushing for less reliance on bank internal models, but Osfi’s deputy superintendent of the regulation sector, Mark Zelmer, thinks internal models have a place
Insurers are seeking greater granularity of data in modelling to help them assess credit risks more accurately. But increased granularity could lead to greater complexity in modelling, which might be more of a hindrance than a help. Clive Davidson reports...
European insurers are refining their internal economic capital models as regulators’ efforts to define statutory solvency requirements grind to a standstill. Louie Woodall reports
Insurers' efforts to develop internal models should be recognised by supervisors
Underlines growing strategic importance of infrastructure bonds and MBS, finds survey
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
Australia, 5th - 7th Mar 2014
South Africa, 12th - 14th Mar 2014
UK, 12th Mar 2014
UK, 13th - 14th Mar 2014
UK, 13th Mar 2014