JSM2024
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Daniela Gualtero

Banco de la Republica (Central Banck of Colombia)
1 appearance in the program

Sessions & presentations

Risk Analysis, Management, and Investing
Presentation: Estimating the Value at Risk of a bank's portfolio in sovereign bonds using a DCC-Copula model
Contributed Papers · Thu, Aug 8 , 10:30 AM
Co-Author