Book traversal links for 5.3. Financial Models
5.3. Financial Models
No: 60697.BCS. 28747 | Date(g): 23/11/2011 | Date(h): 27/12/1432 | Status: In-Force |
Banks may also use financial models in analyzing the relationships between different risk factors. However, they should exercise due care in selection of the financial or statistical models. The choice of model should take into account, inter alia, the availability of data, nature and composition of the bank’s portfolio, and its risk profile.