Gaining comfort: Capital model validation for insurers

November 2008

Gaining comfort: Capital model validation for insurers

At a time when stakeholder expectations are raising the bar for model validation and integration, this paper outlines some of the practical considerations that we believe can significantly help to strengthen the performance and credibility of the model evaluation process.

• Banking & capital markets
• Model risk management services
• Publications
• Consumer finance
• FS regulatory practice
• Financial Services Research Institute