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Paper / 2026SMQ / 126620903032382
Uniform Inference and Certified Capacity at a Reflexive Stability Boundary
Alejandro Rodriguez Dominguez
risk management / statistical inferenceResource overview

Uniform Inference and Certified Capacity at a Reflexive Stability Boundary

Paper2026

by Alejandro Rodriguez Dominguez

Tags
risk managementstatistical inference

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Understand this paper

Suggested foundations for probability and statistical reasoning and risk measurement and stress. Specialist prerequisites vary by paper.

Before you read

  1. Random Variables and Distributions

    Represent losses as a distribution rather than one forecast.

  2. Conditional Expectation

    Interpret expectations after information is observed.

  3. Expected Shortfall and Other Tail Risk Measures

    Distinguish a loss quantile from the average loss in the tail.

Go further

  1. Confidence Intervals and Hypothesis Testing

    Assess uncertainty rather than treating an estimate as a fact.

  2. VaR Estimation in Practice: Variance-Covariance, Historical Simulation, Monte Carlo

    Compare risk estimators and their assumptions.

  3. Backtesting VaR and ES: Coverage Tests and Model Validation

    Check forecasts against realised losses.

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