Solvency II library

EIOPA Guidelines on the use of internal models

How supervisors assess an internal model for the SCR: the use test, statistical quality, calibration, profit and loss attribution, validation, documentation and model changes.
Read the official text (opens the issuer's site in a new tab)In force

Descriptions are written by RiskAtoms and are not official texts or legal advice. Each document is published by its issuer: follow the link to read or download it.