AQR Explorer

Hover over any Chapter box to get a brief summary of that chapter. Click to go the text of the chapter

Chapter 1.
Processes, policies and accounting review

Chapter 2.
Loan tape creation and data integrity validation (DIV)

Chapter 3. Sampling

Chapter 4. Credit file review

Chapter 6. Projection of findings of credit file review

Chapter 9. Determine AQR-adjusted CET1% and Remediation Activities

Chapter 10. Quality assurance and Progress Tracking

Chapter 7. Collective provision analysis

Chapter 5. Collateral and real estate valuation

Chapter 8. Level 3 fair value exposures review

8.i Element 1: Level 3 revaluation of non-derivative assets

8.ii Element 2: Core processes review

8.iii Element 3: Derivative pricing model review