CA-A.4.5

Past version: Effective from 01 Apr 2008 to 31 Dec 2010
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Banks which start to use internal models for market risk for one or more risk categories should, over a reasonable period of time, extend the models to all of their operations, subject to the exceptions mentioned in paragraph CA-A.4.6 below, and move towards a comprehensive model (i.e., one which captures all market risk categories).

Apr 08