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Validation of index and benchmark assignment : adequacy of capturing tail risk
Prorokowski, Lukasz - In: The journal of risk model validation 13 (2019) 4, pp. 71-105
Persistent link: https://www.econbiz.de/10012373148
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Validation of the backtesting process under the targeted review of internal models : practical recommendations for probability of default models
Prorokowski, Lukasz - In: The journal of risk model validation 13 (2019) 2, pp. 109-147
Persistent link: https://www.econbiz.de/10012051694
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Risk data validation under BCBS 239
Prorokowski, Lukasz - In: The journal of risk model validation 13 (2019) 3, pp. 45-71
Persistent link: https://www.econbiz.de/10012140258
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Validation nightmare : the slotting approach under International Financial Reporting Standard
Prorokowski, Lukasz; Deev, Oleg; Guigou, Jean-Daniel - In: The journal of risk model validation 15 (2021) 2, pp. 63-100
Persistent link: https://www.econbiz.de/10012817223