Dirk Tasche
Approximations for the Value-at-Risk approach to risk-return analysis | Luisa Tibiletti - Academia.edu
Basel Committee on Banking Supervision. Working Paper No. 14. Studies on the Validation of Internal Rating Systems - PDF Free Download
Dirk TASCHE
Quantitative Financial Risk Management - Henry Stewart Talks
Estimating Probabilities of Default for Low Default Portfolios
Fisher consistency for prior probability shift
arXiv:cond-mat/0411699v3 [cond-mat.other] 4 Apr 2005
Die Welt in der Tasche“ - Westfalenspiegel
Calculating Concentration-Sensitive Capital Charges with Conditional Value-at-Risk
Fitting a distribution to value-at-risk and expected shortfall, with an application to covered bonds
Dirk Tasche's email & phone | Swiss Financial Market Supervisory Authority Finma's Senior Risk Manager email
Relative risk contribution of new loan as function of the relative... | Download Scientific Diagram
Validation techniques II: discriminatory power and calibration | HSTalks
Examples of Brier Curves. The prior probability of the positive class... | Download Scientific Diagram
Allocating Portfolio Economic Capital to Sub-Portfolios - Risk.net
Dirk TASCHE
Dirk TASCHE
Dirk Tasche | DeepAI
Dirk TASCHE
PDF) A traffic lights approach to PD validation
Interactive Dirk Magazines, Online Dirk Magazine Publishers at FlipHTML5.com
Dirk Tasche
Dirk Tasche: Expected Shortfall is not elicitable – so what? | Events | Imperial College London
Fitting a distribution to Value-at-Risk and Expected Shortfall, with an application to covered bonds
