Sound practices for backtesting counterparty credit risk models

Sound practices for backtesting counterparty credit risk models

Sound practices for backtesting counterparty credit risk models

Summary of document history Previous versionPreviousconsultationThis versionSubsequentconsultationSubsequentversionThis versionBCBS | Consultative | 14 April 2010 | Status: ClosedPDF full text (334kb) | 17 pagesTopics: Credit riskThe Basel Committee on Banking Supervision has issued today a consultative document on Sound practices for backtesting counterparty credit risk models.

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