
The Margin of Conservatism (MoC) in the IRB approach: defining and measuring the general estimation error
Author(s) -
Franco Varetto,
Silvio Cuneo
Publication year - 2019
Publication title -
newsletter aifirm
Language(s) - English
Resource type - Journals
ISSN - 2283-7329
DOI - 10.47473/2020rmm0031
Subject(s) - conservatism , margin (machine learning) , estimation , mathematics , econometrics , statistics , computer science , political science , law , economics , machine learning , management , politics