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DTCC presentation November 2013
Gini coefficients demystified Model Pitfalls (June 2011) Scenario Analysis for Model Validation Model Risk Defined ( RMA ) Tonsured and Anti-Robust Statistics Economic Capital for Counterparty Risk Model Risk of Correlation Products Economic Capital for Trading Market Risk Stress Testing for Market Risk Model Errors and Pitfalls Statistical Quirks Validating Counterparty Risk Stress Tests (May 2015) Practitioner's Short Course on Model Validation Model Risk and Validation for Stress Testing
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