Elicitability and backtesting: perspectives for banking regulation (Q1697365)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Elicitability and backtesting: perspectives for banking regulation |
scientific article |
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Elicitability and backtesting: perspectives for banking regulation (English)
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19 February 2018
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forecasting
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backtesting
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elicitability
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risk measurement procedure
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value at risk
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expected shortfall
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expectiles
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banking regulation
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