Łukasz Prorokowski

发表的论文5 篇，按出版时间

1. 1
   Model risk quantification for machine learning models in credit riskJournal of Risk Model Validation20250
2. 2
   Validation nightmare: the slotting approach under International Financial Reporting Standard 9Journal of Risk Model Validation20210
3. 3
   Validation of index and benchmark assignment: adequacy of capturing tail riskJournal of Risk Model Validation20190
4. 4
   Risk data validation under BCBS 239Journal of Risk Model Validation20190
5. 5
   Validation of the backtesting process under the targeted review of internal models: practical recommendations for probability of default modelsJournal of Risk Model Validation20194