Risk data validation under BCBS 239
Year of publication: |
2019
|
---|---|
Authors: | Prorokowski, Lukasz |
Published in: |
The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9579, ZDB-ID 2316764-6. - Vol. 13.2019, 3, p. 45-71
|
Subject: | BCBS 239 | master data | data lineage | audit trail | data validation | targeted review of internal models (TRIM) |
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