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Global Model Practice Survey 2010: Adding Some Hot Topics
Company: Deloitte & Touche LLP
Company Url: Click here to open
Year Of Publication: 2011
Month Of Publication: February
Pages: 21
Download Count: 6
View Count: 1571
Comment Num: 0
Language: English
Source: survey
Who Can Read: Free
Date: 7-30-2012
Publisher: Administrator
Summary
The objective of the survey is twofold. First of all, our interviews are targeted to gain insight into the level of maturity and the progress made since the previous Model Practice Survey. The maturity level is analysed on the four dimensions that constitute the foundation of model practice. 1. clear model governance that addresses appropriate levels of approval;
2. appropriate model design and standards for acceptance;
3. reporting and calculation systems that are reliable, flexible, transparent and easy to operate; and
4. data that is easily accessible, consistent and of sufficient quality.
The four model practice dimensions are analysed at an industry level for the banking, insurance, and investment management industry as well as per regulatory framework. Secondly, we analyse a number of hot topics in model practice i.e. model risk, outsourcing and counterparty credit risk, in more detail.
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Deloitte Touche Tohmatsu Limited Sign in to follow this author
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