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FSB RSS Feedsen2024-03-29T08:31:39+00:00Sound practices for backtesting counterparty credit risk models - final document
https://www.fsb.org/2010/12/cos_101201c/
This guidance sets out supervisory expectations as well as recommendations to strengthen the backtesting of internal assessments of counterparty credit risk exposures.2010-12-01T03:49:00+00:00Sound practices for backtesting counterparty credit risk models - final document2010-12-01