+78. Model inputs or assumptions, whether stemming from internal model processes or from third …
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78. Model inputs or assumptions, whether stemming from internal model processes or from third …
Model inputs or assumptions, whether stemming from internal model processes or from third parties, should be included in the validation process. The institution should document and explain model specification choices as part of the validation process.
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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