basel-rules
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P2.T5.713. Backtesting in the Basel rules (Jorion Ch.6)
Learning objectives: Define and identify type I and type II errors. Explain the need to consider conditional coverage in the backtesting framework. Describe the Basel rules for backtesting. Questions: 713.1. In comparison to Basel III, which itself essentially incorporated the previous...- Nicole Seaman
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- backtesting basel-rules type-i-error type-ii-error
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