+Article 5 (m)
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Article 5 (m)
verify, in accordance with Article 20, whether the internal risk-measurement model, including any pricing model, has a proven track record of being reasonably accurate in measuring risks, and does not differ significantly from the models that the institution uses for its internal risk management.
1. Overview
1.1 References
1.2 Identified Requirements
1.3 Related Standards
2. Identified Requirements
Requirements
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Requirement |
3. Related Standards
Standards
| Source |
Requirement |
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