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European Union - Committee of the Regions
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risk management, robustness, Wasserstein Metric, risk measures
banking supervision, VaR, exploratory data analysis, backtesting
credit risk measures, sovereigns, standard and poor's, sovereign default, downgrades, upgrades
Value-at-Risk, market index model, principal components, random effects model, probability forecast
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model risk, estimation risk, misspecification risk, Basel multiplication factor, empirical model specification, capital reserves
backtesting, trading book, nested portfolios, trading desks, data matrix, on-site inspections