+Article 9 (i)

Article 9 (i)

all new products, regardless of their degree of incorporation into the IT systems, are computed both in the internal risk-measurement model and in the daily changes to the portfolio’s value used for back-testing and profit and loss attribution test purposes.

1. Vue d’ensemble

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Intitulé Réglementation

1.1 Références

1.2 Exigences identifiées

1.3 Normes associées

2. Exigences identifiées

Exigences
Source Exigence

3. Normes associées

Normes
Source Exigence