+259. Competent authorities should assess the risk relating to models used for business purposes …
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259. Competent authorities should assess the risk relating to models used for business purposes …
Competent authorities should assess the risk relating to models used for business purposes, including valuation/pricing models, models for algorithmic trading and other models which may have significant impact on the business decisions and activities of investment firm.
1. Overview
1.1 References
1.2 Identified Requirements
1.3 Related Standards
2. Identified Requirements
Requirements
| Source |
Requirement |
3. Related Standards
Standards
| Source |
Requirement |
- EBA - Published by the European Banking Authority at https://www.eba.europa.eu/
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