Bayesian backtesting for counterparty risk models

Mante Zelvyte and Matthias Arnsdorf

Year of publication:	2023
Authors:	Zelvyte, Mante ; Arnsdorf, Matthias
Subject:	counterparty risk \| exposure models \| backtesting \| Bayesian methods \| model risk \| Kreditrisiko \| Credit risk \| Risikomanagement \| Risk management \| Bayes-Statistik \| Bayesian inference \| Risikomaß \| Risk measure \| Theorie \| Theory \| Risikomodell \| Risk model \| Risiko \| Risk \| Derivat \| Derivative \| Monte-Carlo-Simulation \| Monte Carlo simulation

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