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

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Retired: This Document Has Been Retired. It should not be used in public health or clinical practice.

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

Retired Public Domain

03/15/1996
By Federal Deposit Insurance Corporation (FDIC)

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
Subject:

Liquidity, Funds Management and Sensitivity to Market Risk
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Withdrawn Date: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
Main Document Checksum:

urn:sha256:abd7f11f55878aa7ab9ea87380fc92dd992bd7efeec22144a28d2ca3b8819508
Download URL:

https://archive.fdic.gov/view/fdic/7925/fdic_7925_DS1.pdf
File Type:

[PDF - 1.26 MB ]

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