Quantcast – a Risk.net Cutting Edge podcast cover image

Quantcast – a Risk.net Cutting Edge podcast

Carlo Acerbi – 28/08/19

Aug 30, 2019
34:34
Model validation for ES-based risk models is not only possible but far more informative than traditional model acceptance on the basis of VAR exceedance counting, says head of valuation and quantitative solutions at Banque Pictet in Geneva

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