CA-9 Use of internal models
- CA-9.1 Introduction
- CA-9.2 General criteria
- CA-9.3 Qualitative standards
- CA-9.4 Specification of market risk factors
- CA-9.5 Quantitative standards
- CA-9.6 Backtesting
- CA-9.7 Stress testing
- CA-9.8 External validation of models
- CA-9.9 Letter of model recognition
- CA-9.10 Combination of internal models and the standardised methodology
- CA-9.11 Treatment of specific risk