Essec\Faculty\Model\Contribution {#2216
  #_index: "academ_contributions"
  #_id: "997"
  #_source: array:26 [
    "id" => "997"
    "slug" => "discussion-on-the-paper-elicitability-and-backtesting-perspectives-for-banking-regulation"
    "yearMonth" => "2017-12"
    "year" => "2017"
    "title" => "Discussion on the Paper: Elicitability and Backtesting: Perspectives for Banking Regulation"
    "description" => "KRATZ, M. (2017). Discussion on the Paper: Elicitability and Backtesting: Perspectives for Banking Regulation. <i>Annals of Applied Statistics</i>, 11(4), pp. 1894-1900."
    "authors" => array:1 [
      0 => array:3 [
        "name" => "KRATZ Marie"
        "bid" => "B00072305"
        "slug" => "kratz-marie"
      ]
    ]
    "ouvrage" => ""
    "keywords" => array:4 [
      0 => "Backtesting"
      1 => "Forecasting"
      2 => "Risk management"
      3 => "Scoring rule"
    ]
    "updatedAt" => "2024-05-27 16:50:26"
    "publicationUrl" => "https://projecteuclid.org/journals/annals-of-applied-statistics/volume-11/issue-4/Discussion-of-Elicitability-and-backtesting-Perspectives-for-banking-regulation/10.1214/17-AOAS1041A.full"
    "publicationInfo" => array:3 [
      "pages" => "1894-1900"
      "volume" => "11"
      "number" => "4"
    ]
    "type" => array:2 [
      "fr" => "Articles"
      "en" => "Journal articles"
    ]
    "support_type" => array:2 [
      "fr" => "Revue scientifique"
      "en" => "Scientific journal"
    ]
    "countries" => array:2 [
      "fr" => null
      "en" => null
    ]
    "abstract" => array:2 [
      "fr" => "The discussion focuses on four points in the context of Basel 3. The first concerns the choice of test functions in the calibration tests. Then we discuss the interpretation of the “internal model,” as well as the choice of risk measures. Last, we consider the score difference stationarity, an important issue in practice."
      "en" => "The discussion focuses on four points in the context of Basel 3. The first concerns the choice of test functions in the calibration tests. Then we discuss the interpretation of the “internal model,” as well as the choice of risk measures. Last, we consider the score difference stationarity, an important issue in practice."
    ]
    "authors_fields" => array:2 [
      "fr" => "Systèmes d'Information, Data Analytics et Opérations"
      "en" => "Information Systems, Data Analytics and Operations"
    ]
    "indexedAt" => "2024-12-22T00:21:50.000Z"
    "docTitle" => "Discussion on the Paper: Elicitability and Backtesting: Perspectives for Banking Regulation"
    "docSurtitle" => "Journal articles"
    "authorNames" => "<a href="/cv/kratz-marie">KRATZ Marie</a>"
    "docDescription" => "<span class="document-property-authors">KRATZ Marie</span><br><span class="document-property-authors_fields">Information Systems, Data Analytics and Operations</span> | <span class="document-property-year">2017</span>"
    "keywordList" => "<a href="#">Backtesting</a>, <a href="#">Forecasting</a>, <a href="#">Risk management</a>, <a href="#">Scoring rule</a>"
    "docPreview" => "<b>Discussion on the Paper: Elicitability and Backtesting: Perspectives for Banking Regulation</b><br><span>2017-12 | Journal articles </span>"
    "docType" => "research"
    "publicationLink" => "<a href="https://projecteuclid.org/journals/annals-of-applied-statistics/volume-11/issue-4/Discussion-of-Elicitability-and-backtesting-Perspectives-for-banking-regulation/10.1214/17-AOAS1041A.full" target="_blank">Discussion on the Paper: Elicitability and Backtesting: Perspectives for Banking Regulation</a>"
  ]
  +lang: "en"
  +"_type": "_doc"
  +"_score": 9.178505
  +"parent": null
}