Adjusting covariance matrix for risk management (Q5139262)
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scientific article; zbMATH DE number 7282801
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adjusting covariance matrix for risk management |
scientific article; zbMATH DE number 7282801 |
Statements
Adjusting covariance matrix for risk management (English)
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7 December 2020
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covariance matrix
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subjective view
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IFRS 9
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stress testing
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