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