Pascal Traccucci et al present an extended reverse stress test triptych approach with three variables
Complex op risk models open to high error, study finds
Measuring 1-in-1,000 year loss events ‘unrealistic’, researchers say
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Pascal Traccucci et al present an extended reverse stress test triptych approach with three variables
Measuring 1-in-1,000 year loss events ‘unrealistic’, researchers say