Examples of using Internal models in English and their translations into Dutch
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Financial
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Colloquial
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Official
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Ecclesiastic
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Medicine
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Computer
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Ecclesiastic
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Official/political
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Programming
Secondly, Dutch banks apply internal models for the vast majority of their residential mortgage exposures, due to the favorable outcomes of internal models that result from low default rates in the Dutch mortgage market.
For example, institutions that have approval to use internal models for interest-rate risk are expected to include their own creditworthiness as an individual risk factor in the specific risk component of the VaR,
Basle's paper"The Supervisory Framework for the use of'Back testing' in conjunction with the internal models approach to Market Risk Capital Requirements" makes it clear(p. 3)
Internal models based capital requirements for market risks Annex II,
Accordingly, this directive will strengthen the capital requirements based on internal models in several respects:-* there will be a requirement to estimate separately the potential losses in a protracted period of adverse circumstances, thereby enhancing the
on the decision to allow firms to use internal models to calculate capital requirements.
procedural application of the conditions under which competent authorities permit credit institutions to use internal models for the purposes of calculating capital requirements under this Directive.
The risk capital as calculated with our internal model is shown in the table below.
The supervisory authority subjects the internal model to an application and an approval procedure.
Our own internal model for Solvency II.
An internal model may not always be approved.
Subject to conditions, a fund may also use a full internal model.
We're building an internal model.
Do all insurers use their own internal model?
The documentation shall indicate any circumstances under which the internal model does not work effectively.
To analyse the performance of the internal model and to produce summary reports thereof.
The current internal model takes the following risk categories into account.
In our internal model diversification effects are considered.
To document the internal model and any subsequent changes made to it;
This gave us the opportunity to benchmark our internal model.