arXiv:cond-mat/0411699v3 [cond-mat.other] 4 Apr 2005
Dirk Tasche - Senior Risk Manager, Banks division - Swiss Financial Market Supervisory Authority FINMA | LinkedIn
On the Second Borel-Cantelli Lemma for Strongly Mixing Sequences of Events
Die Welt in der Tasche“ - Westfalenspiegel
Dirk Tasche - UTS Bags
Calculating Concentration-Sensitive Capital Charges with Conditional Value-at-Risk
Dirk TASCHE
Dirk Tasche | DeepAI
Fitting a distribution to Value-at-Risk and Expected Shortfall, with an application to covered bonds
Dirk TASCHE
Validation techniques II: discriminatory power and calibration | HSTalks
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Aldi Süd - Dirk van den Broek - Deutsche Digitale Bibliothek
Validation techniques I: regulatory and statistical background | HSTalks
Estimating Probabilities of Default for Low Default Portfolios
Dirk Tasche | DeepAI
Dirk TASCHE
Relative risk contribution of new loan as function of the relative... | Download Scientific Diagram
Quantitative Financial Risk Management - Henry Stewart Talks
Basel Committee on Banking Supervision. Working Paper No. 14. Studies on the Validation of Internal Rating Systems - PDF Free Download
Estimating Probabilities of Default for Low Default Portfolios
