Met oog op de komst van DORA heeft DNB een nieuwe Good Practice Informatiebeveiliging uitgebracht. Wat zijn de belangrijkste wijzigingen en waar kan je op letten?

Evenwichtigheid is een belangrijk thema bij de transitie naar het nieuwe pensioenstelsel. Hoe formuleer je de definitie, doelstellingen en maatstaven die bij evenwichtigheid horen?

By the end of this month banks need to have implemented Credit Spread Risk in the Banking Book. We notice that many banks are still developing methods to measure CSRBB amidst limited regulatory guidance. To validate or challenge your internal discussions, our colleague Maurits van den Oever has investigated a simple and intuitive method to quantify systemic credit spread shocks. He calculates shocks for government bonds with different ratings and maturities which can be easily implemented in your IRRBB framework. Interested in further expanding your CSRBB framework in 2024? Then don’t hesitate to get in touch with our IRRBB lead Corné Ruwaard to exchange thoughts.

Assessing Solvency II interest rate shocks in various interest rate environments using Hull-White, Nelson-Siegel, and PCA for comparison.

Datakwaliteit in de Wtp: verder uitdiepen van de risico-inventarisatie en -beoordelingsfase van het Kader Datakwaliteit voor pensioenfondsen.

In this paper, I give a bird’s-eye view of Large Language Models and outline the most significant issues related to their applications in financial services. I will discuss potential use cases, LLMs’ limitations, and the challenges associated with their applications. The objective is to provide the reader with understanding of various aspects of LLMs, placing them in the context of financial institutions. Additionally, I will discuss ways of implementing LLMs in finance-related areas, outline potential dangers and pitfalls, and explore emerging strategies of overcoming these challenges.

Can we ensure fairness and explainability for AI and ML in insurance? Tools and techniques for ensuring explainable ML, bias measurement and mitigation.

Large Language Models are reshaping Financial Services.

Risicobeheer bij de transitie naar WTP en de rol van de sleutelfunctie daarbij.

The aim of this paper is to extend Variational AutoEncoders (VAE) to allow for heavy tailed distribution of the latent space and apply them to the problem of market risk of large portfolios.