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Article NO. Content

Title:

Directions for Internal Control of Securities Firms Using Modelling in Management Operations  CH

Amended Date: 2016.04.08
Article 4     A securities firm using modelling in management operations shall establish self-assessment mechanisms that meet the following requirements and incorporate such mechanisms in the procedures for internal control for management purposes:
  1. The risk management unit shall regularly conduct self-assessments of the various management operations that use modelling to ensure that the calculation of the capital adequacy ratio and other legally required ratios are accurate, effective, and reliable.
  2. For the self-assessment operations mentioned above, working papers shall be produced and kept along with the self-assessment reports and related information for at least five years.