Thomas Obitz

RiskTransform

Founder and Director

London

United Kingdom

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Scholarly Papers (1)

1.

Estimation of Risk Factor Modellability as a Function of Arrival Rate and Seasonality

Number of pages: 11 Posted: 15 Dec 2016
Thomas Obitz
RiskTransform
Downloads 274 (124,926)

Abstract:

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NMRF, FRTB, Market Risk, Capital Requirements, Basel, Seasonality