「confidence testing」を含む例文一覧(1)

  • (iii) With regard to the event risk not captured by the market risk management technique because it is beyond the 10-day holding period and 99 percent confidence interval, does the institution capture the impact of such events through appropriate techniques such as stress testing? (iv) In the case where the institution does not measure specific risks with the use of the internal model approach, does it use The Standardized Approach ?
    (ⅲ)個別リスクについて内部モデル方式を用いて計測していない場合には、標準的方式を用いて計測しているか。 - 金融庁

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