Schedule of SII : First Pillar - Advanced - Session 1
On Wednesday 20 January: | |
16:00 - 18:00 | Internal Models - USP By THEATE Ludovic, BOCKSTEINS Maarten |
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From 16:00 to 18:00
Internal Models - USP
By THEATE Ludovic, BOCKSTEINS Maarten- Internal Models
- Application process for internal models (IMAP)
- Specific requirements for internal models
- Challenges and lessons learned
- Undertaking Specific Parameters
- Reminder on the USP methods
- Application process for USPs
- The revised version of the USP circular
- Challenges and lessons learned