top of page
Rechercher
  • Hélène Dufour

ECB’s Trim found 900 flaws with 31 banks’ market risk models

0 vue0 commentaire

Posts récents

Voir tout

"We respond to Tetlock et al. (2022) showing 1) how expert judgment fails to reflect tail risk, 2) the lack of compatibility between forecasting tournaments and tail risk assessment methods (such as e

bottom of page