Aug 3, 2020
Listen now as April Shen, FSA, MAAA interviews Jennifer Caplin, FSA, MAAA on the components, challenges and project management for model validation under LDTI.
Show Notes:
Key components of model validation under LDTI and examples of model validation procedures for each component
1. Review of Data & Inputs
2. Calculation Engine
3. Outcomes Analysis
Under LDTI, outcomes analysis may be more tailored to the company’s
LDTI implementation and scope of the validation. Examples
include trend analyses, stress tests, or reasonability checks to
the model output.
4. Governance and Controls Framework
5. Model Performance
Other Resources About Model Validation
Jen's Email: