美联储-光谱回溯测试无界和折叠(英)-2024.7
Finance and Economics Discussion Series Federal Reserve Board, Washington, D.C. ISSN 1936-2854 (Print)
Finance and Economics Discussion Series Federal Reserve Board, Washington, D.C. ISSN 1936-2854 (Print)
Finance and Economics Discussion Series Federal Reserve Board, Washington, D.C. ISSN 1936-2854 (Print)
Finance and Economics Discussion Series Federal Reserve Board, Washington, D.C. ISSN 1936-2854 (Print)核心数据:97.5% confidence level. The adoption of ES departs from earlier Basel regimes tied to;Value-at-Risk (VaR) at the α∗ = 99% confidence level. Left unchanged in Basel III is。
本报告由美联储发布,发布于 2024 年。
覆盖 2024 年,全文约 48。
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