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Deep Learning Techniques in Financial Market Risk Management under the FRTB Framework

Luis Garcia Munoz; Jorge Elorza; Johan Gunnesson

Published
Publisher
Elsevier BV
Research area
AI & compute
Source type
Preprint / posted paper
DOI
10.2139/ssrn.6128237

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Luis Garcia Munoz; Jorge Elorza; Johan Gunnesson. Deep Learning Techniques in Financial Market Risk Management under the FRTB Framework. Elsevier BV. 2026. https://doi.org/10.2139/ssrn.6128237

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