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The Analytics of Risk Model Validation

The Analytics of Risk Model Validation

691 kr.

691 kr.

På lager

Ons., 21 maj - tirs., 27 maj


Sikker betaling

14 dages åbent køb


Sælges og leveres af

Adlibris


Produktbeskrivelse

Risk model validation is an emerging and important area of research, and has arisen because of Basel I and II. These regulatory initiatives require trading institutions and lending institutions to compute their reserve capital in a highly analytic way, based on the use of internal risk models. It is part of the regulatory structure that these risk models be validated both internally and externally, and there is a great shortage of information as to best practise. Editors Christodoulakis and Satchell collect papers that are beginning to appear by regulators, consultants, and academics, to provide the first collection that focuses on the quantitative side of model validation. The book covers the three main areas of risk: Credit Risk and Market and Operational Risk.

Varenr.

52702c74-9cd4-465d-8fe2-55cfbac10dfc

The Analytics of Risk Model Validation

691 kr.

691 kr.

På lager

Ons., 21 maj - tirs., 27 maj


Sikker betaling

14 dages åbent køb


Sælges og leveres af

Adlibris