Prescribes the standards for a model-based measurement of market risks on MPF investment guarantees: qualitative standards, the specification of market risk factors (interest rates, exchange rates and gold, equity prices, commodity prices), quantitative standards (minimum standards, daily capital requirement, multiplication factor, specific risk charge), the treatment of specific risk with back-testing and exception analysis, model review and acceptability criteria, and portfolio testing. Classification: a non-statutory guideline issued as a technical note; version V.1, 16.02.01; applies to locally incorporated AIs giving MPF investment guarantees.
The graph holds this control, the 0 it maps to, and the evidence behind each claim, over MCP and REST.