Approximations for the Value-at-Risk approach to risk-return analysis | Luisa Tibiletti - Academia.edu
Allocating Portfolio Economic Capital to Sub-Portfolios - Risk.net
On the Second Borel-Cantelli Lemma for Strongly Mixing Sequences of Events
Dirk Tasche - Senior Risk Manager, Banks division - Swiss Financial Market Supervisory Authority FINMA | LinkedIn
Examples of Brier Curves. The prior probability of the positive class... | Download Scientific Diagram
Fitting a distribution to value-at-risk and expected shortfall, with an application to covered bonds
Estimating Probabilities of Default for Low Default Portfolios
Fisher consistency for prior probability shift
Validation techniques I: regulatory and statistical background | HSTalks
Aldi Süd - Dirk van den Broek - Deutsche Digitale Bibliothek
Dirk TASCHE
Estimating Probabilities of Default for Low Default Portfolios
Fitting a distribution to Value-at-Risk and Expected Shortfall, with an application to covered bonds
Dirk Tasche | DeepAI
Die Welt in der Tasche“ - Westfalenspiegel
Basel Committee on Banking Supervision. Working Paper No. 14. Studies on the Validation of Internal Rating Systems - PDF Free Download
Dirk Tasche | DeepAI
Dirk Tasche | DeepAI
Dirk TASCHE
Dirk TASCHE
Interactive Dirk Magazines, Online Dirk Magazine Publishers at FlipHTML5.com
Dirk Tasche's email & phone | Swiss Financial Market Supervisory Authority Finma's Senior Risk Manager email
Dirk Tasche
Was ist in meiner Tasche? | Business-Edition - YouTube
