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ECB Views on Model Validation – Status to Date and New Challenges

In this webinar, Frederic Van Weyenbergh and Olivier Salomé address some tips and further insights for validation teams to get prepared for the upcoming regulatory challenges.

The following items are discussed:

• Regulatory and supervisoryevolutions:
• Regulatory responses to reduce excessive variances in regulatory capital
• Day-to-day supervision of significant banking groups
• Questions and answers from a validation perspective
• Assessment Methodology of IRB Approach:
• Key highlights
• Impacts on model validation
• How to get prepared?

Published on: February 11, 2015