CA-14 Market Risk — Use of Internal Models
- CA-14.1 Introduction
- CA-14.2 General Criteria
- CA-14.3 Qualitative Standards
- CA-14.4 Specification of Market Risk Factors
- CA-14.5 Quantitative Standards
- CA-14.6 Back-Testing
- CA-14.7 Stress Testing
- CA-14.8 External Validation of Models
- CA-14.9 Letter of Model Recognition
- CA-14.10 Combination of Internal Models and the Standardised Methodology
- CA-14.11 Treatment of Specific Risk
- CA-14.12 Model Validation Standards
- CA-14.13 Principles for Calculating the Incremental Risk Charge (IRC)