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No idea how many data points you'd need in order to get a reasonably good model but the task at hand would be pretty daunting. After all you need to consider in
by cjbenedikt 7y ago
No idea how many data points you'd need in order to get a reasonably good model but the task at hand would be pretty daunting. After all you need to consider individual risk posed by employees all the way up to systemic and political. On the other hand if successful you'd hit a home run.
- throw51319 7y agoYeah I guess I would focus on the base case of using it on the options, fixed income, etc that the bank has position information on (x100000000 positions). Just because all that data is clean.