backtesting exception
23(in BIPRU 7.10 (Use of a value at risk model)) an exception (excluding a specific risk backtesting exception) arising out of backtesting a VaR model as more fully defined in BIPRU 7.10.103 R.
You are viewing the version of the document as on 2021-10-25.
23(in BIPRU 7.10 (Use of a value at risk model)) an exception (excluding a specific risk backtesting exception) arising out of backtesting a VaR model as more fully defined in BIPRU 7.10.103 R.