Table 1

Documents by Author

Committees at the Bank for International...

Supervisory Framework for the use of "B...

I. Introduction

II. Description of the backtesting frame...

III. Supervisory framework for the inter...

Table 1

Supervisory Framework for the use of "Backtesting" in Conjunction with the Internal Models Approach to Market Risk Capital Requirements

Table 1

Contact us * Risk Library * Documents by Author * Committees at the Bank for International Settlement (BIS) * Supervisory Framework for the use of "Backtesting" in Conjunction with the Internal Models Approach to Market Risk Capital Requirements