WG Val #7/2016 GCD on spotlight sessions
Working Group meeting Location:Webex
12 events found.
WG Validation
Events
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WG Val #1/2017 Survey Kick-off
Working group meeting Location:Webex
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WG Val #2/2017 Model Risk
Working Group meeting Location:Webex
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WG Val #3/2017 Commercial Rediscount LGD Validation
Working Group meeting Location:Webex
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WG Val #4/2017 Validation of LGD models for Retail & Corporate Portfolios
Working Group presentation by Danske Bank Agenda Validation scope Validation approach LGD validation Contact person:Nina Brumma Location:Webex
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WG Val #5/2017 An IFRS 9 Validation Framework for Wholesale Models
Working Group presentation by ANZ Agenda Executive Summary Fitness for Purpose Model Performance Indicator (MPI) Model Performance of Core Model Data Quality & Population Stability Staging Assessment / SICR Conceptual Soundness & Model Design Assurance of Operational Integrity Appendix – BCBS Guidance on Model Validation – Principles 1 & 5 Contact person:Nina Brumma Location:Webex
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WG Val #6/2017: Assessing the accuracy of Default Probabilities per rating grade while taking into account sensitivity to time
Presentation by ING to the WG Location:Webex call
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WG Val #7/2017 Validation from a point of view of a second line of defence
Presentation of Société Générale in the Working Group Validation Location:Webex
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WG Val #8/2017: Model Risk Management Framework
Presentation of NIBC to WG Location:Webex call
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WG Val #9/2017: New credit risk model validation framework
Presentation of Unicredit in WG Validation Location:Webex call
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WG Val #10/2017: Sources of Uncertainty in Credit Risk Estimates
Presentation of CBA at WG Validation Location:Webex call
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WG Val #11/2017: Procedure from Finding to Advice
Presentation by Rabobank in WG Validation Location:Webex call