How to Gain Confidence in the Results of Internal Risk Models? Approaches and Techniques for Validation
The development of risk models for managing portfolios of financial institutions and insurance companies requires, both from the regulatory and management points of view, a strong validation of the quality of the results provided by internal risk models. In Solvency II, for instance, regulators ask...
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| Format: | Article |
| Language: | English |
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MDPI AG
2023-05-01
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| Series: | Risks |
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| Online Access: | https://www.mdpi.com/2227-9091/11/5/98 |