Tag: Pillar I
Solvency II Pillar I – Quantitative requirements
The merits and perils of risk modelling
The merits and perils of risk modelling Introduction – OnRisk Dialogues: Challenges of modelling riskModels. In the 1990s we fell in love with them. Then, after they failed us so spectacularly during the financial crisis of 2007-8, we hated them. Now we are learning to live with them.The 9th Colloquium of the Scottish Financial Risk Academy (SFRA), Conveying Information about Risk: Use, Misuse and Abuse of Models, set out to explore the place of risk modelling in financial services. OnRisk Dialo
