- Version
- Download 1278
- File Size 0.00 KB
- File Count 1
- Create Date 16 May 2017
- Last Updated 21 January 2021
16 May 2017 - VaR Model Backtesting C.S.I. - Practitioners Thoughts
16 May 2017
VaR Model Backtesting C.S.I. - Practitioners Thoughts
Brochure
ALRiM publishes its second paper offering guidelines for the backtesting of Value-at-Risk models
Attached Files
| File | Action |
|---|---|
| 170503 Var Backtesting C.s.i. Commented Mdw | Download |