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Basel Committee on Banking Supervision …
Basel Committee on Banking Supervision consultative document Sound practices for backtesting counterparty credit risk models Issued for comment by 31 May 2010 April 2010 The final version of this document was published in December 2010. final version of this document was published in December 2010. Copies of publications are available from: Bank for International Settlements Communications CH-4002 Basel , Switzerland E-mail: Fax: +41 61 280 9100 and +41 61 280 8100 This publication is available on the BIS website ( ). Bank for International Settlements 2010. All rights reserved. Brief excerpts may be reproduced or translated provided the source is cited. ISBN 92-9131-824-8 ISBN 92-9197-824-8 The final version of this document was published in December 2010.
Basel Committee on Banking Supervision . Consultative document . credit risk models . Sound practices for backtesting counterparty . …
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