Discussion of ``Elicitability and backtesting: perspectives for banking regulation'' (Q5970271)
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scientific article; zbMATH DE number 6840748
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| English | Discussion of ``Elicitability and backtesting: perspectives for banking regulation'' |
scientific article; zbMATH DE number 6840748 |
Statements
Discussion of ``Elicitability and backtesting: perspectives for banking regulation'' (English)
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19 February 2018
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regulation
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risk measure
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scoring function
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backtesting
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banking regulation
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0.8438608050346375
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0.8048766851425171
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0.7676476240158081
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0.6918262243270874
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0.6875733137130737
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