Risk Model Validation
Outsourced model validation: is it viable? - Risk.net | READ ARTICLE
Risk data validation under BCBS 239 - Risk.net | READ ARTICLE
Old-fashioned parametric models are still the best: a comparison of value-at-risk approaches in several volatility states - Risk.net | READ ARTICLE
Quantification of model risk in stress testing and scenario analysis - Risk.net | READ ARTICLE
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