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Model Validation

A review of all Risk Models is performed at least annually by an independent CC&G Model Validation team, using an internally developed web-based tool (MoVE).

MoVE is a platform to identify and manage risk exposures across different asset classes. Amongst all functionalities, it provides both margin replica of CC&G's main asset classes and a wide suite of benchmark models.

Material changes to existing methodologies, as well as new models, are also subject to an independent validation.

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CC&G Model Validation ENG

English Version

English 15/03/2021 /sites/default/files/2021-04/4557.pdf CC&G Model Validation ENG
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CC&G MoVE: a risk management engine ENG

English Version

English 15/03/2021 /sites/default/files/2021-04/4558.pdf CC&G MoVE: a risk management engine ENG