tag:blogger.com,1999:blog-6452389006521661357.post1527924360129475797..comments2024-03-12T23:42:29.203+08:00Comments on Causal Capital: Performance and VaR TogetherCausal Capitalhttp://www.blogger.com/profile/10919572283927557081noreply@blogger.comBlogger1125tag:blogger.com,1999:blog-6452389006521661357.post-1703732047887353062013-01-01T19:52:13.281+08:002013-01-01T19:52:13.281+08:00An interesting topic; I'm working at bringing...An interesting topic; I'm working at bringing a concept of V@R into operational risk models. Agrre with you on the need to build history, i.e. evidence that makes stress testing more reliable. Ian A.<br />Anonymousnoreply@blogger.com