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20 Mar 2017 - ABC of VaR Model Backtesting

20 Mar 2017
ABC of VaR Model Backtesting
Brochure
In light of growing focus on technical risk matters, ALRiM and ALFI Risk Management Committee have teamed up and worked towards issuing practical guidelines and ideas around the topic of backtesting.

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170323 Abc Of Var Model BacktestingDownload