The topic of proxy modelling is broad, so the aim of this working party is to focus on some of the key points highlighted by the PRA:
- How to optimally select calibration scenarios;
- How to efficiently validate the fit of “lite” models;
- The alternatives to the roll forward methodology; and
- How to improve the accuracy of roll forward approaches.
- Sessional Meeting
- Research paper to be published
- Tools to demonstate theory
- 9 November 2017
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If you want more information about this research working party please contact the Communities Team.
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