Committees at the Bank for International Settlement (BIS)
Overview I. Common elements of banks' approaches to risk measurement II. Lessons learnt from the testing exercise III. General elements of a supervisory framework for the use of internal models in the measurement of market risks IV. Quantitative standards V. Stress testing VI. External validation
Overview
I. Common elements of banks' approaches to risk measurement
II. Lessons learnt from the testing exercise
III. General elements of a supervisory framework for the use of internal models in the measurement of market risks
IV. Quantitative standards
V. Stress testing
VI. External validation
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