EPISODE · Aug 30, 2019 · 34 MIN

Carlo Acerbi – 28/08/19

from Quantcast – a Risk.net Cutting Edge podcast · host Quantcast – a Risk.net Cutting Edge podcast

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

Episode metadata supplied by the publisher feed · Published Aug 30, 2019

Embed this episode

Attribution link and audio player

NOW PLAYING

Carlo Acerbi – 28/08/19

0:00 34:34

1×

No transcript for this episode yet

We transcribe on demand. Request one and we'll notify you when it's ready — usually under 10 minutes.

Share this episode

Similar Episodes

No similar episodes found.

Similar Podcasts

No similar podcasts found.

Frequently Asked Questions

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.

Can I download this Quantcast – a Risk.net Cutting Edge podcast episode?

Yes. Use the download control on the episode player to save the publisher-provided media file.

URL copied to clipboard!