2

Backtesting for risk-based regulatory capital

Year:
2004
Language:
english
File:
PDF, 330 KB
english, 2004
3

Observational Equivalence of Discrete String Models and Market Models

Year:
2002
Language:
english
File:
PDF, 317 KB
english, 2002
4

Model risk and capital reserves

Year:
2010
Language:
english
File:
PDF, 859 KB
english, 2010
6

Backtesting for Risk-Based Regulatory Capital

Year:
2002
Language:
english
File:
PDF, 356 KB
english, 2002
15

Factor Dependence and Estimation Risk for Cap-Related Interest Rate Exotics

Year:
2006
Language:
english
File:
PDF, 432 KB
english, 2006