Calibrating your intuition
Subtitle: capital allocation for market and credit risk
By: Paul Kupiec.
Contributors: International Monetary Fund. Monetary and Exchange Affairs Dept.
Series: IMF working paper -- WP/02/99
Publisher: International Monetary Fund, Monetary and Exchange Affairs Department
Published: 2002
Place of publication: [Washington, D.C.]
Language: eng
Number of pages: 22
Subjects: Asset allocation -- Econometric models.; Risk -- Econometric models.; Credit -- Econometric models.; Venture capital -- Econometric models.
Genres: Econometric models.
Notes: Cover title.

"June 2002"--P. [1].

Includes bibliographical references (p. 21-22).

Also available on the World Wide Web.