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validation report
izještaj valjanostivalidation status
Dernière mise à jour : 2011-10-23
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summary : model validation is an important part of the simulation study . this paper describes the classic approach to simulationvalidation .
u ovom radu se prvo prikazuje klasični pristupvrednovanju , a zatim se predlaže pristup baziran na teorijiodlučivanja .
Dernière mise à jour : 2012-07-08
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any change to the mathematical model or to the software that is likely to invalidate the validation report shall be brought to the attention of the approval authority, which may require that a new validation process is conducted.
svaka preinaka matematičkog modela ili softvera koja bi mogla obezvrijediti izvješće o validaciji prijavljuje se homologacijskom tijelu koje može zatražiti provođenje novog postupka za validaciju.
Dernière mise à jour : 2017-04-06
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against this background, the commission will further examine in the medium to long term whether there is a need to expand the current mandates of the esas to cover new fields such as ifrs enforcement, a stronger oversight role on internal model validation particularly in the area of insurance, and shadow banking.
u tom kontekstu komisija će dodatno ispitati postoji li srednjoročna ili dugoročna potreba za proširenjem trenutačnih mandata esa-a kako bi se obuhvatila nova područja kao što su provedba msfi-ja, jačanje nadzorne uloge u validaciji unutarnjih modela, osobito u području osiguranja, i usporedni bankarski sustavi.
Dernière mise à jour : 2017-04-06
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(1) when determining risk weights for the purposes of paragraph 1, estimates of pd and lgd may be determined based on estimates that are derived from an irc approach of an institution that has been granted permission to use an internal model for specific risk of debt instruments.
(29) pri određivanju pondera rizika za potrebe stavka 1., procjene pd-a i lgd-a mogu se odrediti na temelju procjena izvedenih iz pristupa irc institucije koja je dobila odobrenje za primjenu internog modela za specifični rizik dužničkih instrumenata.
Dernière mise à jour : 2017-04-06
Fréquence d'utilisation : 2
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