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Challenges in the calibration of real world models within Economic Scenarios Generators
By Hervé Andrès, Pierre-Edouard Arrouy, Paul Bonnefoy, Alexandre Boumezoued, Sophian Mehalla, and Julien Vedani
16 September 2021
The best 'one-size-fits-all' economic scenario generator solution is one that provides the choice of different methods. These methods work better for different applications and economic environments. Learn why in this paper as we discuss the interest rates modelling in Real World environment and the challenges they pose.
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Challenges in the calibration of real world models within Economic Scenarios Generators
Learn why the best economic scenario generator solution provides the choice of different methods and what challenges real world models pose.
Hervé Andrès, Pierre-Edouard Arrouy, Paul Bonnefoy, Alexandre Boumezoued, Sophian Mehalla, Julien Vedani