Internal models a reinsurance perspective

<?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.loc.gov/MARC21/slim http://www.loc.gov/standards/marcxml/schema/MARC21slim.xsd">
  <record>
    <leader>00000cam a22000004b 4500</leader>
    <controlfield tag="001">MAP20160033571</controlfield>
    <controlfield tag="003">MAP</controlfield>
    <controlfield tag="005">20161111140335.0</controlfield>
    <controlfield tag="008">161111e201601  bel||||       ||| ||eng d</controlfield>
    <datafield tag="040" ind1=" " ind2=" ">
      <subfield code="a">MAP</subfield>
      <subfield code="b">spa</subfield>
      <subfield code="d">MAP</subfield>
    </datafield>
    <datafield tag="084" ind1=" " ind2=" ">
      <subfield code="a">5</subfield>
    </datafield>
    <datafield tag="245" ind1="0" ind2="0">
      <subfield code="a">Internal models</subfield>
      <subfield code="b">a reinsurance perspective</subfield>
      <subfield code="c">Reinsurance Advisory Board</subfield>
    </datafield>
    <datafield tag="260" ind1=" " ind2=" ">
      <subfield code="a">Bruselas</subfield>
      <subfield code="b">RAB</subfield>
      <subfield code="c">2016</subfield>
    </datafield>
    <datafield tag="520" ind1=" " ind2=" ">
      <subfield code="a">RAB members are involved in a dialogue with supervisors to demonstrate the rigorous design, appropriate calibrations and robust governance underpinning their models. This publication is intended to support those discussions. It addresses the supervisory criticisms that have been levelled against internal models and explains why, for reinsurers, internal models remain the most accurate measure of risk, the best driver of good risk management and the most appropriate basis to compare risks between companies. This publication may also be useful for companies considering whether to develop a full or partial internal model.</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="4">
      <subfield code="0">MAPA20080618827</subfield>
      <subfield code="a">Administración de empresas</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="4">
      <subfield code="0">MAPA20160006353</subfield>
      <subfield code="a">Modelos internos</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="4">
      <subfield code="0">MAPA20080571696</subfield>
      <subfield code="a">Control interno</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="4">
      <subfield code="0">MAPA20080604394</subfield>
      <subfield code="a">Valoración de riesgos</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="4">
      <subfield code="0">MAPA20080605957</subfield>
      <subfield code="a">Empresas de reaseguros</subfield>
    </datafield>
    <datafield tag="710" ind1="2" ind2=" ">
      <subfield code="0">MAPA20160006469</subfield>
      <subfield code="a">Insurance Europe</subfield>
      <subfield code="b">Reinsurance Advisory Board</subfield>
    </datafield>
  </record>
</collection>