In this webinar, Marie-Paule Laurent and Olga Reznikova from Risk Dynamics present the key issues of Risk Aggregation, supported by illustrations of different approaches adopted by institutions in the US and in Europe.
The following items are discussed:
Aggregation objectives, uses, & architecture
Regulatory and/or management view
Aggregation architecture and outcomes presentation
Risk bucketing, risk concentration and diversification
View on Modelling & Testing
Understating the outcomes
Published on: September 2015
Risk Dynamics has unparalleled experience in model risk management and independent validation. We have supported financial institutions of all sizes, worldwide, since 2004.
Our focus and dedication to model risk and validation services, our independence and benchmarks, combined with our ability to provide unbiased views across regions and regulatory regimes, is unique in the market.