Showing 1 - 10 of 5,209
Persistent link: https://www.econbiz.de/10014004855
Persistent link: https://www.econbiz.de/10003856587
Persistent link: https://www.econbiz.de/10013374566
We present an analysis of VaR forecasts and P&L-series of all 13 German banks that used internal models for regulatory purposes in the year 2001. To this end, we introduce the notion of well-behaved forecast systems. Furthermore, we provide a series of statistical tools to perform our analyses....
Persistent link: https://www.econbiz.de/10009764769
Persistent link: https://www.econbiz.de/10011801682
Persistent link: https://www.econbiz.de/10013336344
Persistent link: https://www.econbiz.de/10001448314
Persistent link: https://www.econbiz.de/10001450132