Chapter XII REVIEW OF MODELS, STRESS TESTING AND BACK TESTING
United Kingdom
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- 1Models and programmes
- 2Back testing
- 3Sensitivity testing and analysis
- 4Stress testing
- 5Coverage and use of test results
- 6Reverse stress tests
- 7Default procedures
- 8Validation and testing frequency
- 9Time horizons used when performing tests
- 10Public disclosure