Carlo Acerbi – 28/08/19 - Quantcast – a Risk.net Cutting ...

What this episode covers

Model validation for ES-based risk models is not only possible but far more informative than traditional model acceptance on the basis of VAR exceedance counting, says head of valuation and quantitative solutions at Banque Pictet in Geneva

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How long is this episode of Quantcast – a Risk.net Cutting Edge podcast?

This episode is 34 minutes long.

When was this Quantcast – a Risk.net Cutting Edge podcast episode published?

This episode was published on August 30, 2019.

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