comparemela.com
Home
Live Updates
Infrequent MtM reduces neither value-at-risk nor backtesting exceptions : comparemela.com
Infrequent MtM reduces neither value-at-risk nor backtesting exceptions
Frequency of repricing impacts volatility and correlation measures
Related Keywords
London ,
City Of ,
United Kingdom ,
Eduardo Epperlein ,
Jean Herskovits ,
Xaver Sailer ,
Kenichi Kurasawa ,
Luca Gerolla At Imperial College London ,
Imperial College London ,
International Settlements ,
Fundamental Review ,
Basel Fundamental Review ,
Trading Book ,
John Sleath ,
Luca Gerolla ,
comparemela.com © 2020. All Rights Reserved.