Model Building Archives | Imarticus

Posts Tagged "Model Building"

Confused between Model Building Approach Historical Simulation? Things to consider

Confused between Model Building Approach Historical Simulation? Things to consider

If you consider Basel II, there are two ways of calculating Market Risks VAR: • Historical Simulation Approach • Model Building Approach What makes them different? Historical Simulation approach is most frequently used by organisations. As the name suggests, we Learn more
ntegration Functionality Starts Here --