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Souveräner Kanter-Sieg - 7:2 für Helios-Daglfing-Kicker
www.wochenanzeiger.de
10 Nov · Dirk Tasche eröffnete schon frühzeitig den Torreigen, nachdem der zweikampfstarke Christian Müssigbrodt ausgezeichnete Vorarbeit leistete.
Dirk Tasche: Expected Shortfall is not elicitable – so ...
www.imperial.ac.uk
Dr Dirk Tasche ; For further details: Contact: Jack Jacquier; Abstract. Expected Shortfall (ES) has been widely accepted as an intuitive coherent alternative to Value-at-Risk (VaR). However, recently ES has been found not to be elicitable. This means that backtesting ES is less straightforward than backtesting elicitable risk measures like VaR ...
Recent Developments in Dependence Modelling with Applications in...
www.vub.be
Dirk Tasche, Bank of England Desirable dependence for forecasting class probabilities. 09h40-10h20. Oleg Bondarenko, University of Illinois ...
Telephone & Addresses
Dirk Tasche | IDEAS/RePEc
ideas.repec.org
Dirk Tasche, "Proving prediction prudence," Papers , arXiv.org. Dirk Tasche, "Fitting a distribution to Value-at-Risk and Expected Shortfall, with an application to covered bonds," Papers , arXiv.org, revised Nov Susanne Emmer & Marie Kratz & Dirk Tasche, "What is the best risk measure in practice?
Dirk Tasche im Das Telefonbuch >> Jetzt finden!www.dastelefonbuch.de › Firmen
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Dirk Tasche ✓ Kontaktdaten ⏲ Öffnungszeiten ✭ Bewertungen ☎ Das Telefonbuch ✓ Ihre Nr. 1 für Adressen und Telefonnummern.
Dirk Tasche at AMBAC FINANCIAL GROUP INC Contact Details |...
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Dirk Tasche at AMBAC FINANCIAL GROUP INC Contact Details - find the Job Title, Phone#, Email Address, Social Profiles (Including Facebook, LinkedIn and ...
Measuring the Discriminative Power of Rating Systems
ideas.repec.org
Dirk Tasche, "Remarks on the monotonicity of default probabilities," Quantitative Finance Papers cond-mat , arXiv.org. Full references (including those not
Network Profiles
Facebook: Dirk Tasche Profile | Facebook
Profile der Personen mit dem Namen Dirk Tasche auf Facebook anzeigen Tritt Facebook bei, um dich mit Dirk Tasche und anderen Nutzern, die du vielleicht kennst, zu
Dirk Tasche - CatalyzeXwww.catalyzex.com › author
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View Dirk Tasche's profile, machine learning models, research papers, and code. See more researchers and engineers like Dirk Tasche.
The Probability Web: Peopleprobweb.berkeley.edu › people
probweb.berkeley.edu
Links to Web pages of people in probability. Akimichi Takemura · Michel Talagrand · Alessandro Figa` Talamanca · Nassim Taleb · Murad Taqqu · Dirk Tasche
Business Profiles
Researchgate: Dirk Tasche
London, United Kingdom
Private Homepages
Dirk Tasche | UTS Bagswww.uts-tragetaschen.de › Material › Non Woven
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Dirk Tasche. Artikel-Nr. # Format. (b) 41 x (t) 15 x (h) 30 cm. Material. PP Non Woven. Angebotsanfrage hinzufügen. Rufen Sie mich zurück.
Heritage
Dirk Tasche - The Mathematics Genealogy Projectwww.genealogy.math.ndsu.nodak.edu › ...
www.genealogy.math.ndsu.nodak.edu
Dirk Tasche. MathSciNet. Ph.D. Technische Universität Berlin Germany. Dissertation: Oszillationsmaße und stark mischende zufällige Folgen. Advisor: ...
Books & Literature
Dirk Tasche | Papers With Codepaperswithcode.com › author › dirk-tasche
paperswithcode.com
Papers published by Dirk Tasche with links to code and results Dirk Tasche. Author page based on publicly available paper data. 0. papers with code. 6.
Arxiv Sanity Preserver
labs.tib.eu
Dirk Tasche. April 9, stat.AP, cs.LG, stat.ML. For information retrieval and binary classification, we show that precision at the top (or precision at k) and ...
Risk and Asset Allocation - Attilio Meucci - Google Books
books.google.com.ua
This encyclopedic, detailed exposition spans all the steps of one-period allocation from the foundations to the most advanced developments. Multivariate...
CreditRisk+ in the Banking Industrybooks.google.de › books
books.google.de
Matthias Gundlach, Frank Lehrbass. 3 Capital Allocation with CreditRisk" Dirk Tasche” Summary. Capital allocation for credit portfolios has two meanings. First ...
Related Documents
CREDIT locandina ITA+ING 2010:Layout 1
www.greta.it
... Patrick Gagliardini University of Lugano and Swiss Finance Institute Christian Gouriéroux University of Toronto and CREST John Hull University of Toronto Dirk Tasche Lloyds
[ v1] The art of PD curve calibration
arxiv.org
Submission history From: Dirk Tasche [v1] Sat, 15 Dec :08:46 GMT (34kb,D) Thu, 24 Jan :08:42 GMT (34kb,D) Sat, 27 Apr :30:34 GMT (34kb,D)
Phase reconstruction by a multilevel iteratively regularized Gauss...
ui.adsabs.harvard.edu
Title: Phase reconstruction by a multilevel iteratively regularized Gauss Newton method: Authors: Langemann, Dirk; Tasche, Manfred: Affiliation: AA(University of
[ v2] Euler Allocation: Theory and Practice
arxiv.org
Submission history. From: Dirk Tasche [view email] [v1] Sun, 19 Aug :45: 18 GMT (17kb,D) [v2] Wed, 9 Apr :08:23 GMT (34kb) [v3] Sun, 22 Jun ...
Scientific Publications
The cyclical effects of the Basel II capital requirements ...
www.sciencedirect.com
I thank the members of the Research Task Force of the Basel Committee on Banking Supervision for their helpful comments. In particular, I thank Heinz Herrmann, Thilo Liebig, Dirk Tasche and two anonymous referees for their suggestions. The usual disclaimer applies.
On the Second Borel-Cantelli Lemma for Strongly Mixing Sequences of...
www.jstor.org
Assume a given sequence of events to be strongly mixing at a polynomial or exponential rate. We show that the conclusion of the second Borel-Cantelli lemma...
Dirk Tasche - dblpdblp.uni-trier.de › Persons
dblp.uni-trier.de
Dirk Tasche: Confidence Intervals for Class Prevalences under Prior Probability Shift. Machine Learning and Knowledge Extraction 1(3): (2019). [i4].
Publications
MAKE | Free Full-Text | Confidence Intervals for Class Prevalences ...www.mdpi.com › ...
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Dirk Tasche. Independent Researcher, Zürich, Switzerland. Mach. Learn. Knowl. Extr , 1(3), ; https://doi.org make
Estimating Probabilities of Default for Low Default Portfolios |...
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Dirk Tasche (3) Author Affiliations. 3. Department of Deutsche Bundesbank, Frankfurt am Main Continue reading... To view the rest of this content please
A traffic lights approach to PD validation : Dirk Tasche : Free...
archive.org
As a consequence of the dependence experienced in loan portfolios, the standard binomial test which is based on the assumption of independence does not...
JRFM | Special Issue : Selected Papers from the Fifth International...
www.mdpi.com
Journal of Risk and Financial Management, an international, peer-reviewed Open Access journal.
Reports & Statements
Wikipedia: Expected shortfall - Wikipedia
Acerbi: Spectral measures of risk, Jump up ^ Carlo Acerbi; Dirk Tasche (2002). "Expected Shortfall: a natural coherent alternative to Value at Risk" (PDF).
International Conference in Venice – Preliminary Programme « 研討 ...
infocycu.wordpress.com
Dirk Tasche, Lloyds Banking Group, London. PROGRAMME. Thursday, September Registration – Welcome Address Opening Remarks: Alain Monfort (CREST, Banque de France & Maastricht ...
the contributions of underlying names | WordReference Forums
forum.wordreference.com
Hello everybody, I'm trying to translate and understand an article by Dirk Tasche about CDOs (Collateralized Debt Obligations). In several parts ...
Miscellaneous
Dirk Tasche - Google Scholar Citations
scholar.google.co.uk
Dirk Tasche. Prudential Regulation Authority (Bank of England) and Imperial College, London. Risk management, credit risk, mathematical finance, statistics.
Dirk Tasche - Google Scholar citāti
scholar.google.se
Citātu rādītāji, Visi, Kopš gada. Atsauces, 3634, h rādītājs, 21, 19. i10 rādītājs, 27,
Dirk Tasche - Google Scholar
scholar.google.com
Dirk Tasche. Swiss Financial Market Supervisory Authority FINMA. Verified email at finma.ch. Risk management credit risk machine learning. Articles Cited by Co-authors. Title. Sort. Sort by citations Sort by year Sort by title. Cited by. Cited by. Year; On the coherence of expected shortfall. C …
Dirk Tasche - Poker Player - Bluff Magazine
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Dirk Tasche's Poker Player Profile. This page contains Dirk Tasche's entire tournament history, results and earnings.
Dr. Dirk Tasche | HSTalks
hstalks.com
Dirk Tasche received a PhD in mathematics from Berlin University of Technology. After two years in the credit risk management division of a major German bank, he held postdoctoral research positions at statistics and finance institutes in Munich and Zurich before he joined the Deutsche Bundesbank in
Read, Download and Publish Dirk Tasche Magazines, eBooks ...fliphtml5.com › tags
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Expected Shortfall is not elicitable – so what? Dirk Tasche Bank of England – Prudential Regulation Authority1 dirk. 29 pages, published by , :03: ...
Dirk Tasche | XYH504 | Germany | The Official Global Poker Index –...
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Dirk Tasche's poker tournament results and rankings
A Traffic Lights Approach to PD Validation
www.defaultrisk.com
A Traffic Lights Approach to PD Validation. by Dirk Tasche of Deutsche Bundesbank. May 2, Abstract: As a consequence of the dependence experienced in loan ...
dirk tasche pdf - P(1) - Docs-Engine.com
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Free eBook and manual for Business, Education,Finance, Inspirational, Novel, Religion, Social, Sports, Science, Technology, Holiday, Medical
LogEc: Access Statistics for Dirk Tasche
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LogEc provides access and usage for services based on the RePEc data set. LogEc is hosted by the Örebro University School of Business. Questions or comments?
Expected Shortfall is not elicitable so what? - Flipbook by |...
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Looking For Expected Shortfall is not elicitable so what?? Read Expected Shortfall is not elicitable so what? from here. Check all flipbooks from . 's...
au:Tasche_D in:stat - SciRate Search
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How to forecast next year's portfolio-wide credit default rate based on last year's default observations and the current score distribution?
Studies in Economics and Finance | Emerald Publishing
www.emeraldgrouppublishing.com
Dirk Tasche Prudential Regulation Authority and Imperial College London; Hamid Uddin Taylor’s University; Alan Wong Asia University; Author guidelines. Before you start Author responsibilities. Our goal is to provide you with a professional and courteous experience at each stage of the review and publication process. ...
A Shortcut to Sign Incremental Value at Risk for Risk Allocationwww.emerald.com › insight › content › doi › full › pdf
www.emerald.com
DIRK TASCHE is an economist at Deutsche. Bundesbank in Frankfurt am Main, Germany. .de. LUISA TIBILETTI is an associate professor.
Bayesian analysis in R for low default portfolios - Quantitative ...quant.stackexchange.com › questions › bayesian-analysis-in-r-for-low-defa...
quant.stackexchange.com
I want to apply the knowledge of this paper (Bayesian estimation of probabilities of default for low default portfolios, by Dirk Tasche) in R, but I ...
A Shortcut to Sign Incremental Value at Risk for Risk Allocation |...
www.emerald.com
Citation: DIRK TASCHE, LUISA TIBILETTI, (2003) "A Shortcut to Sign Incremental Value at Risk for Risk Allocation", The Journal of Risk Finance , Vol. 4 Issue:
Edinburgh Actuarial | Aggregation of Risks and Economic Capital
www.crystalriskconsulting.co.uk
Crystal Risk Consulting Limited is an independent actuarial and risk management consultancy. Aggregation of Risks and Economic Capital links.
What Is the Best Risk Measure in Practice? A Comparison of Standard...
hal-essec.archives-ouvertes.fr
A Comparison of Standard Measures. Suzanne Emmer 1 Marie Kratz 2, 3Dirk Tasche 4. Détails. 1 CREAR - Center of Research in Econo-finance and Actuarial ...
Estimating Probabilities of Default for Low Default Portfolios ...www.springerprofessional.de › estimating-probabilities-of-default-for-low-...
www.springerprofessional.de
Estimating Probabilities of Default for Low Default Portfolios. Statistical Methods to Develop Rating Models Read first chapter. Authors: Katja Pluto, Dirk Tasche.
Validation techniques II: discriminatory power and calibration |...
hstalks.com
Click to launch & play an online audio visual presentation by Dr. Dirk Tasche on Validation techniques II: discriminatory power and calibration, part of a...
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