87. The DGS should review and, where necessary, recalibrate all the elements of the calculation …

The DGS should review and, where necessary, recalibrate all the elements of the calculation method – at least every 5 years and following the regular 5-year review of these Guidelines – to ensure that the performance of the calculation method is sufficiently risk sensitive and that it provides for sufficient risk discrimination of its member institutions. Changes in data reporting, regulatory or institutional changes should also trigger checking and verifying the performance of the model.

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

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