Discussion on “Elicitability and backtesting: Perspectives for banking regulation”
نویسندگان
چکیده
منابع مشابه
Bankers’ Perspectives on E-banking
Today, e-banking is used as a strategic tool by the global banking sector to attract and retain customers. The present paper is the outcome of an empirical study conducted with the objective of investigating bankers’ views regarding ebanking. It covers bankers’ perspectives on e-banking activities of respondents, impact of e-banking and promotional measures used by banks to promote ebanking. Th...
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The risk of a financial position is usually summarized by a risk measure. As this risk measure has to be estimated from historical data, it is important to be able to verify and compare competing estimation procedures. In statistical decision theory, risk measures for which such verification and comparison is possible, are called elicitable. It is known that quantile based risk measures such as...
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Umbilical cord blood is a valuable source of haematopoietic stem cells. There is little information about whether religious affiliations have any bearing on attitudes to and decisions about its collection, donation and storage. The authors provided information about umbilical cord blood banking to expert commentators from six major world religions (Catholicism, Anglicanism, Islam, Judaism, Hind...
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ژورنال
عنوان ژورنال: The Annals of Applied Statistics
سال: 2017
ISSN: 1932-6157
DOI: 10.1214/17-aoas1041d