Nematrian Reference Library
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Set out below is information (held by the Nematrian website) on the reference you have selected
| Reference | Title | Link |
| PRA (2018) | Supervisory Statement SS3/18 Model risk management principles for stress testing | here |
Introduction (partial)
"This Prudential Regulation Authority (PRA) supervisory statement (SS) sets out the PRA’s expectation as to the model risk management practices firms should adopt when using stress test models. It supports firms’ development and implementation of policies and procedures to identify, manage and control the risks inherent in the use of stress test models." |
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