1. The Stressed VaR model should be subject to a use test through use of Stressed VaR output in …

The Stressed VaR model should be subject to a use test through use of Stressed VaR output in risk management decisions. Stressed VaR output should be in place as a supplement to the risk management analysis based on the day-to-day output of a VaR model. The results of Stressed VaR should be monitored and reviewed periodically by senior management.

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

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