‹ Guidance PRU A6.9.1 Criteria for use of internally developed Market Risk models › PRU A6.9 Use of internal models for Market Risk PRU A6.9.1 Criteria for use of internally developed Market Risk models Guidance PRU A6.9.2 Incremental risk charge (IRC) model Guidance Scope of the internal IRC model Parameters of the internal IRC model Recognition of hedges in the internal IRC model Additional content of the internal IRC model Not fully compliant IRC approaches PRU A6.9.3 Internal model for correlation trading Guidance Stress testing PRU A6.9.4 ‹ Guidance PRU A6.9.1 Criteria for use of internally developed Market Risk models ›
