Financial Risk Management Dataset

doi:doi:10.57702/dxmmc9d3

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Financial Risk Management Dataset

The dataset used in this paper is a financial risk management dataset, which is used to test the performance of the CGAN method in calculating Value-at-Risk (VaR) and Expected Shortfall (ES).

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Cite this as

Global Association of Risk Professionals (GARP) (2024). Dataset: Financial Risk Management Dataset. https://doi.org/10.57702/dxmmc9d3

DOI retrieved: December 2, 2024

Additional Info

Field	Value
Created	December 2, 2024
Last update	December 2, 2024
Defined In	https://doi.org/10.48550/arXiv.1904.11419
Author	Global Association of Risk Professionals (GARP)
Homepage	https://www.garp.org/