Under Solvency II, firms wanting to set their regulatory capital using a full or partial internal model, or to make use of undertaking specific parameters in their Standard Formula calculations need model validation.
How we can help
Through many years of carrying out model validation for firms large and small, we have an effective and efficient approach to designing tests, challenging results, and communicating findings to boards and senior management.
Not only have we experience of validating a wide range of models, we have also reviewed many internal models (approved and unapproved) through our Part VII transfer project experience.
“The Marcuson team seamlessly joined for phase 2 of a difficult validation project and delivered outcomes demonstrating robust technical understanding and diligent underlying work. I wouldn’t hesitate to work with them again.” – client CFO
Get in touch
Contact us to learn more about what we can do for you.