Model Management & Validation research
2 research papers
FRTB: Is time still on your side?
In March 2018, based on its observations of banks’ efforts to implement FRTB, the BCBS decided to postpone the deadline for implementation to 2022, acknowledging ‘ongoing challenges related to implementation of the standard’. With more time before implementation, banks now have an opportunity to re…
Model Validation Solutions 2019
In analyzing model validation solutions and technology, the main themes are diversity, specificity and maturity.
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