Backtesting has a place in structured products market

Regulatory panel suggests backtesting internally is best practice

christian-vollmuth
Christian Vollmuth, German Derivatives Association

While a number of national regulators are hesitant about or resistant to the idea of including backtesting data in structured products marketing and support documentation, product providers should still be performing the tests internally as a means of best practice, according to a panel of regulatory experts at the Structured Products Europe conference in London on November 18.

Some regulators such as Germany's BaFin and the Financial Industry Regulatory Authority (Finra) in the US have come out

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