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XVA modelling: validation, performance and model risk management.

Lorenzo SilottoMarco ScaringiMarco Bianchetti
Published in: Ann. Oper. Res. (2024)
Keyphrases
  • risk management
  • risk assessment
  • case study
  • data sets
  • high level
  • probability distribution
  • decision support system
  • management system
  • project management