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Home > Quantcast – a Risk.net Cutting Edge podcast > Carlo Acerbi – 28/08/19
Podcast: Quantcast – a Risk.net Cutting Edge podcast
Episode:

Carlo Acerbi – 28/08/19
Category: Business
Duration: 00:34:34
Publish Date: 2019-08-29 22:00:06
Description: 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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