Frédéric Laurent
Head of Internal Models Unit
Leads oversight of internal models across the portfolio. Coordinating the split into two teams.
frederic.laurent@agency.europa.eu+33 1 55 00 54 01
Meet the Team
3 people
Hanna Lindqvist
Senior Model Reviewer
Leads model reviews and validation of internal model applications.
hanna.lindqvist@agency.europa.eu+33 1 55 00 54 02
Bruno Costa
Quantitative Analyst
Delivers quantitative analyses supporting internal model oversight.
bruno.costa@agency.europa.eu+33 1 55 00 54 03
What we do
We oversee the use of internal models by regulated entities, including approvals of major model changes, ongoing monitoring and independent validation. The unit is currently being reorganised into two teams to strengthen coverage and technical expertise.
News
- Organisation12 Jul 2026
Internal Models Unit — split into two teams announced
The Internal Models Unit is being reorganised into two dedicated teams. Details of the new setup will follow.
- Review21 Jun 2026
Annual review of major model changes — kick-off
The annual review cycle of major internal model changes has started.
- Guidance05 Jun 2026
Updated supervisory expectations on model validation
New supervisory expectations on internal model validation are now available.