Patrimony
The Louis Bachelier Group's patrimony has been defined as all the publications produced by academic researchers thanks to Group funding (ILB, FdR, IEF, Labex) or via the use of EquipEx data (BEDOFIH, EUROFIDAI).
More Accurate Measurement for Enhanced Controls: VaR vs ES?
Capital requirement, Level of confidence, Marginal distributions, Risk measures
More accurate measurement for enhanced controls: VaR vs ES?
Expected shortfall, Level of confidence, Marginal distributions, Risk measures, Value-at-Risk