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- W2752509970 abstract "Since the Basel Committee on Banking Supervision first suggested a transition to Expected Shortfall as the primary risk measure for financial institutions, the question on how to backtest it has be ..." @default.
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- W2752509970 date "2017-01-01" @default.
- W2752509970 modified "2023-09-24" @default.
- W2752509970 title "Non-parametricbacktesting of expected shortfall" @default.
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