The Validation of Risk Models

Released on by S. Scandizzo
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  • The Validation of Risk Models Book Detail

  • Author : S. Scandizzo
  • Release Date : 2016-07-01
  • Publisher : Springer
  • Genre : Business & Economics
  • Pages : 242
  • ISBN 13 : 1137436964
  • File Size : 12,12 MB
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The Validation of Risk Models by S. Scandizzo PDF Summary

Book Description: This book is a one-stop-shop reference for risk management practitioners involved in the validation of risk models. It is a comprehensive manual about the tools, techniques and processes to be followed, focused on all the models that are relevant in the capital requirements and supervisory review of large international banks.

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The Validation of Risk Models

The Validation of Risk Models

File Size : 66,66 MB
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This book is a one-stop-shop reference for risk management practitioners involved in the validation of risk models. It is a comprehensive manual about the tools

The Analytics of Risk Model Validation

The Analytics of Risk Model Validation

File Size : 85,85 MB
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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 inst

The Validation of Risk Models

The Validation of Risk Models

File Size : 88,88 MB
Total View : 2818 Views
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The practice of quantitative risk management has reached unprecedented levels of refinement. The pricing, the assessment of risk as well as the computation of t