Supervisory evaluation of Pillar I and economic capital models [electronic resource] / Thomas Dietz.
Material type:
FilmSeries: Henry Stewart talksBusiness & management collection. Effective risk based supervision: Publisher: London : Henry Stewart Talks, 2009Description: 1 online resource (1 streaming video file (45 min.) : color, sound)Subject(s): Risk management | SupervisionOnline resources: Click here to access online | Series Animated audio-visual presentation with synchronized narration.
Title from title frames.
Contents: Pillar I models -- The model approvement process under Pillar I -- Preparing for the model assessment -- Lessons learned during the assessment process -- Ongoing supervision of the models -- Benefits for risk based supervision -- Supervisory approach to Pillar II models -- Internal Models under Basel II and Solvency II.
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Mode of access: World Wide Web.