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Part of the book series: BestMasters ((BEST))

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Abstract

Regulators experience the crucial but onerous task of establishing capital requirements for financial intermediaries.

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Correspondence to Simona Roccioletti .

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© 2016 Springer Fachmedien Wiesbaden

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Roccioletti, S. (2016). Backtesting. In: Backtesting Value at Risk and Expected Shortfall. BestMasters. Springer Gabler, Wiesbaden. https://doi.org/10.1007/978-3-658-11908-9_4

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  • DOI: https://doi.org/10.1007/978-3-658-11908-9_4

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  • Publisher Name: Springer Gabler, Wiesbaden

  • Print ISBN: 978-3-658-11907-2

  • Online ISBN: 978-3-658-11908-9

  • eBook Packages: Economics and FinanceEconomics and Finance (R0)

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