Backtesting Counterparty Credit Risk Models – What are the Best Practices that Banks Can Follow?

  • By: ComplianceOnline Expert
  • Date: February 17, 2012
Webinar All Access Pass Subscription Abstract:

On December 10, 2010, the Basel Committee on Banking Supervision issued Sound practices for backtesting counterparty credit risk models. What are these models and the best practices for ensuring compliance? Read this article to find out.

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