+147. The CSRBB reports should, on a regular basis, include the results of the model reviews and …
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147. The CSRBB reports should, on a regular basis, include the results of the model reviews and …
The CSRBB reports should, on a regular basis, include the results of the model reviews and audits as well as comparisons of past forecasts or risk estimates with actual results to inform potential modelling shortcomings. Portfolios that may be subject to significant mark-to-market movements should be clearly identified and the impact should be monitored within the institution’s MIS and subject to oversight in line with any other portfolios exposed to market risk.
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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