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Validation of economic capital models : state of the practice, supervisory expectations and results from a bank study
Jacobs, Michael - In: Journal of risk management in financial institutions 3 (2009/10) 4, pp. 334-365
Persistent link: https://www.econbiz.de/10008736824
Cover Image
Validation of economic capital models : state of the practice, supervisory expectations and results from a bank study
Jacobs, Michael - In: Journal of risk management in financial institutions 3 (2009/10) 4, pp. 334-365
Persistent link: https://www.econbiz.de/10009883677
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The validation of machine-learning models for the stress testing of credit risk
Jacobs, Michael <Jr.> - In: Journal of risk management in financial institutions 11 (2017/2018) 3, pp. 218-243
Persistent link: https://www.econbiz.de/10011942534