Best Practice Model Validation for Stress-Testing, Value at Risk, and Credit VAR
Date: 10-21-2014   Visits: 3983
Last Friday, the Federal Reserve decried banks’ reliance on poor risk models as one of the major problems that has been exposed by the stress testing process under the Fed’s Comprehensive Capital Analysis and Review programs. The Fed’s comments were contained in the final rules for CCAR stress testing in 2015 and beyond in a document released Friday, October 17, 2014.
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