2013
Highlight title
By providing best practices and cutting edge expertise in all types of risk management
puzzles, we empower banks, insurance companies, asset managers and…
We have a team of IFRS 17 subject matter experts, including actuaries, and a dedicated competency centre with significant hands-on experience in the development and implementation of target…
In line with ECB instructions, validation test metrics are defined for following categories in each risk parameter:
Qualitative tests: Summary statistics for IRB parameters and problematic…
Business Case
You are using an ML model to screen credit applications. You are not aiming at minimizing the level of defaults, but are in fact trying to optimise your risk-return payoff. And you…
