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Michael, Michaelides ; Niraj, Poudyal ; Niraj, Poudyal. (2024) Good risk measures, bad statistical assumptions, ugly risk forecasts.
In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:2:p:519-543.
Full description at Econpapers
cites:
Basel Committee on Banking Supervision. (2012). Consulative document: Fundamental review of the trading book. Bank for International Settlements. Retrieved from http://bis.org/publ/bcbs219.pdf.
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