Concepedia

Internal Model Reporting

Internal Model Reporting is a regulatory and actuarial science practice that involves the documentation and disclosure of institution-specific quantitative models used to assess capital adequacy, distinguishing itself from standard formula-based reporting by enabling tailored risk measurement under explicit model validation and supervisory oversight.

5

Publications

140

Citations

12

Authors

6

Institutions

Publications per year

2017–2026

1

Parents

Publications

5

Identifying predictors for energy poverty in Europe using machine learning

Willem van Hove, Francesco Dalla Longa, Bob van der Zwaan · Energy and Buildings · 2022 · 46 citations · Full text

, , +12

Evaluating the Basle Guidelines for Backtesting Banks' Internal Risk Management Models

André Lucas · Journal of money credit and banking · 2001 · 36 citations

, , +17

Economic Scenario Generators and Solvency II

Elliot Varnell · British Actuarial Journal · 2011 · 24 citations

, , +17

Development of ERN together with an internal model of audio-motor associations

Kai Lutz, Roman Puorger, Marcus Cheetham et al. · Frontiers in Human Neuroscience · 2013 · 21 citations · Full text

, , +17

Solvency II's Market Risk Standard Formula: How Credible Is the Proclaimed Ruin Probability?

Alexander Braun, Hato Schmeiser, Florian Schreiber · Alexandria (UniSG) (University of St.Gallen) · 2014 · 13 citations

, , +17

1–5 of 5

Authors

12

  1. HS
    Hato Schmeiser

    University of St.Gallen, Switzerland

    1 publications · 13 citations

    1

    h-index

  2. MC
    Marcus Cheetham

    University of Zurich, Switzerland

    1 publications · 21 citations

    1

    h-index

  3. AL
    André Lucas

    Tinbergen Institute, Netherlands

    1 publications · 36 citations

    1

    h-index

  4. LJ
    Lutz Jäncke

    University of Zurich, Switzerland

    1 publications · 21 citations

    1

    h-index

  5. WV
    Willem van Hove

    University of Amsterdam, Netherlands

    1 publications · 46 citations

    1

    h-index

1–5 of 12

Institutions

6

  1. University of Amsterdam

    Amsterdam, The Netherlands

    1 h-index

    1 publications

    46 citations

  2. Johns Hopkins University SAIS Bologna Center

    Bologna, Italy

    1 h-index

    1 publications

    46 citations

  3. Cereneo

    Vitznau, Switzerland

    1 h-index

    1 publications

    21 citations

  4. University of Zurich

    Zurich, Switzerland

    1 h-index

    4 publications

    84 citations

  5. Technical University of Munich

    Munich, Germany

    1 h-index

    1 publications

    46 citations

  6. Energy Research Centre of the Netherlands

    Petten, Netherlands

    1 h-index

    3 publications

    138 citations

1–6 of 6

Venues

  1. Energy and Buildings

    1 publications · 46 citations

    1

    h-index

  2. Frontiers in Human Neuroscience

    1 publications · 21 citations

    1

    h-index

  3. Alexandria (UniSG) (University of St.Gallen)

    Repository · 1 publications · 13 citations

    1

    h-index

  4. Journal of money credit and banking

    1 publications · 36 citations

    1

    h-index

  5. British Actuarial Journal

    1 publications · 24 citations

    1

    h-index

1–5