+Article 5 (m)
|
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. Vue d’ensemble
| Intitulé |
Réglementation |
,
1.1 Références
1.2 Exigences identifiées
1.3 Normes associées
2. Exigences identifiées
Exigences
| Source |
Exigence |
3. Normes associées
|