Proposed Requirements for Banks to "Backtest" Internal Models for Predicting Market Risk

Details

• Publisher's site:
  https://www.fdic.gov/
• Corporate Authors:
  Federal Deposit Insurance Corporation (FDIC)
• Content Notes:
  see FIL-50-95, dated July 31, 1995
• Dataset Download URL:
  https://www.fdic.gov/news/inactive-financial-institution-letters/1996/fil9612.html
• Format:
  PDF
• Release Date:
  03/15/1996
• Update Date:
  07/13/1999
• Withdrawn Date:
  Not Available
• Agencies Involved:
  Federal Deposit Insurance Corporation (FDIC) ; Board of Governors of the Federal Reserve System (The Fed) ; Office of the Comptroller of the Currency (OCC)
• Fdic Employee Involved:
  Nicholas J. Ketcha Jr.
• Related Regulation:
  12 CFR Part 325
• Comment Period End Date:
  04/05/1996
• Source:
  FDIC Website
• Memorandum To:
  FDIC-Supervised Banks (Commercial and Savings)
• FIL Number:
  FIL-12-96
• Language:
  Eng
• Download URL:
  https://archive.fdic.gov/view/fdic/7925/fdic_7925_DS1.pdf
• File Type:
  [PDF - 1.26 MB]
• Collection(s):
  Inactive Financial Institution Letters (FILs)
• Main Document Checksum:
  urn:sha256:abd7f11f55878aa7ab9ea87380fc92dd992bd7efeec22144a28d2ca3b8819508