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Article 411-79 into force since

  • Version into force since
ELI : /en/eli/fr/aai/amf/rg/article/411-79/20111021/notes

The management company shall establish:

  1. A programme for back-testing the model's calculations using historical data to check the precision and performance of the VaR model;

  2. A rigorous and comprehensive stress-testing programme adjusted to the risk profile of the CIS that can be used to simulate the behaviour of the CIS under stress.

  3. Where required by the risk profile and investment strategy, risk management tools and methods suited to the scheme's risk profile and investment strategy may be used to supplement the programmes referred to in 1° and 2°.