Techniques for Verifying the Accuracy of Risk Measurement Models

Paul H. Kupiec

doi:10.3905/jod.1995.407942

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Techniques for Verifying the Accuracy of Risk Measurement Models

Paul H. Kupiec

The Journal of Derivatives Winter 1995, 3 (2) 73-84; DOI: https://doi.org/10.3905/jod.1995.407942

Paul H. Kupiec

Senior economist with the Board of Governors of the Federal Reserve System in Washington, D.C.

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The Journal of Derivatives

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Techniques for Verifying the Accuracy of Risk Measurement Models

Paul H. Kupiec

The Journal of Derivatives Nov 1995, 3 (2) 73-84; DOI: 10.3905/jod.1995.407942

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Techniques for Verifying the Accuracy of Risk Measurement Models

Paul H. Kupiec

The Journal of Derivatives Nov 1995, 3 (2) 73-84; DOI: 10.3905/jod.1995.407942

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