Showing 1 - 10 of 19,128
Persistent link: https://www.econbiz.de/10009700326
Persistent link: https://www.econbiz.de/10010492581
Persistent link: https://www.econbiz.de/10012660187
Persistent link: https://www.econbiz.de/10012486227
Persistent link: https://www.econbiz.de/10012000746
Persistent link: https://www.econbiz.de/10015085001
Persistent link: https://www.econbiz.de/10013420687
Persistent link: https://www.econbiz.de/10011291285
One of the key challenges implied by the upcoming regulatory framework for market risk, known as FRTB, is the PL attribution (PLA) tests. PLA tests constitute a major innovation in the way risk engine and models are assessed for effectiveness and accuracy (on both pricing and risk factors...
Persistent link: https://www.econbiz.de/10012922040
Persistent link: https://www.econbiz.de/10011848149