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Which Models do you Really Need?

Driving Efficiency through Model Landscape – An Insurance Perspective

In this webinar, Tamar Joulia, Maribel Tejada and Marko Zupan from Risk Dynamics present an approach for overall model landscape review and assessment according to Solvency II and internal management requirements. The webinar focus on clarifying the modelling expectations and on assessing a model landscape considering the institution’s business and risk profile, industry best practices and (upcoming) regulatory requirements

The webinar consists in a presentation of key principles and recommendations’ assessment for building a business case.

The following items are discussed:

• New regulatory and supervisory context (Solvency II /ORSA)
• Our views on the Expected Implications of this new regulatory context
• Understanding the modelling challenges Challenging the current model landscape
  • Derived from (upcoming) regulation
  • Specific to the institutions’ business and risk profile
  • Specific to the institution’s management practices
• Assessing the current modelling performance
• Assess the effectiveness of the modelling landscape
• Model landscape Benchmark

Published on: April 24, 2015