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Institutions are transforming their analytic capabilities to move beyond static reports that explain what happened in the past, to more modern analytics that can explain why an event occurred and what is likely to happen in the future.

In this webinar we will discuss:

Progress made to date on Internal Models in Europe

Key considerations for implementing an Internal Model

Practical considerations in relation to capital aggregation and attribution, proxy techniques and risk factor modeling

Insight into how Moody's Analytics solutions can be used to meet the needs of an Internal Model

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In this paper we explore many of the practical issues which can be encountered when developing and implementing a process to generate proxy functions using either the Curve Fitting or Least Squares Monte Carlo (LSMC) techniques. The paper reviews the stages involved in proxy generation, and identifies the challenges in implementing them, as part of a robust and integrated business as usual process.

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