• Login
  • Privacy Policy
  • Home
  • Capital/FRTB
    • Models
      • Margin Period of Risk
        • Andersen Pykhtin Sokol
        • Classical
    • Papers
      • About
        • Home
        • Capital/FRTB
          • FRTB Standardised Approach for the Trading Book (SA-TB, BCBS 352)
          • FRTB Basic Approach for CVA (BA-CVA, BCBS 325)
          • FRTB Standardised Approach for CVA (SA-CVA, BCBS 325)
          • FRTB Internal Models Approach for the Trading Book (IMA-TB, BCBS 352)
        • Models
          • Margin Period of Risk
        • Papers
          • Andersen Pykhtin Sokol 2016
        • About
          • Copyright
          • License
          • Register
        1. Models
          • Privacy Policy
          • Home
          • Capital/FRTB
          • Models
          • Papers
          • About
        2. Margin Period of Risk

        Andersen Pykhtin Sokol

        • Overview
        • Tests
        • Implementation
        • Data
        • Enums
        Tests
        • Limit Case
          • Zero Threshold
            • Zero Threshold And Im

              Tests

              Table of Contents

              Limit Case
              Zero Threshold
              Zero Threshold And Im
              Copyright © 2023 ModVal.org | Privacy Policy

              Want to know more?

              Get our brochure on Model Validation Services and get insights:

              • Advantages of model validation
              • Global regulatory standard coverage
              • Benefits of the structured approach
              • Validation steps
              • Test types
              • Model documentation
              Invalid email
              I agree to ModVal.org Privacy Policy *
              Please agree
              I hereby give ModVal.org permission to contact me by email *
              Please permit