PRU 5.11.3
An Authorised Person which uses an internal model in accordance with Rule 5.11.1 must have in place a rigorous and comprehensive stress-testing programme which meets the criteria set out in Rule A5.9.4.
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An Authorised Person which uses an internal model in accordance with Rule 5.11.1 must have in place a rigorous and comprehensive stress-testing programme which meets the criteria set out in Rule A5.9.4.