NISMO

The Analytics of Risk Model Validation (Quantitative Finance)

Description: 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. *Risk model validation is a requirement of Basel I and II *The first collection of papers in this new and developing area of research *International authors cover model validation in credit, market, and operational risk

Price: 71.56 USD

Location: Hillsdale, NSW

End Time: 2024-11-09T04:24:00.000Z

Shipping Cost: 0 USD

Product Images

The Analytics of Risk Model Validation (Quantitative Finance)The Analytics of Risk Model Validation (Quantitative Finance)

Item Specifics

Return shipping will be paid by: Buyer

All returns accepted: Returns Accepted

Item must be returned within: 60 Days

Refund will be given as: Money back or replacement (buyer's choice)

Return policy details:

EAN: 9780750681582

UPC: 9780750681582

ISBN: 9780750681582

MPN: N/A

Book Title: The Analytics of Risk Model Validation (Quantitati

Item Height: 1.8 cm

Item Weight: 0.36 kg

Number of Pages: 216 Pages

Language: English

Publication Name: Analytics of Risk Model Validation

Publisher: Elsevier Science & Technology

Subject: Personal Finance / Money Management, Banks & Banking, Decision-Making & Problem Solving, Investments & Securities / General

Publication Year: 2007

Type: Textbook

Author: Stephen Satchell

Item Length: 9.2 in

Subject Area: Business & Economics

Series: Quantitative Finance Ser.

Item Width: 6.5 in

Format: Hardcover

Recommended

Analytics in a Big Data World: The Essential Guide to Data Science  - ACCEPTABLE
Analytics in a Big Data World: The Essential Guide to Data Science - ACCEPTABLE

$7.38

View Details
Hockey Abstract Presents... Stat Shot: The Ultimate Guide to Hockey Analytics
Hockey Abstract Presents... Stat Shot: The Ultimate Guide to Hockey Analytics

$7.56

View Details
Predictive Analytics: The Power to Predict Who Will Click, Buy, Lie, or Die
Predictive Analytics: The Power to Predict Who Will Click, Buy, Lie, or Die

$5.95

View Details
The Value of Business Analytics
The Value of Business Analytics

$48.86

View Details
Big Data Analytics: Disruptive Technologies for Changing the Game - GOOD
Big Data Analytics: Disruptive Technologies for Changing the Game - GOOD

$5.15

View Details
Analytics Across the Enterprise: How IBM Realizes Business Value from Big Data
Analytics Across the Enterprise: How IBM Realizes Business Value from Big Data

$5.49

View Details
Strategic Analytics: The Insights You Need from Harvard Business Review (Paperba
Strategic Analytics: The Insights You Need from Harvard Business Review (Paperba

$19.83

View Details
The Practical Guide to HR Analytics: - Paperback, by Waters PhD Shonna - Good
The Practical Guide to HR Analytics: - Paperback, by Waters PhD Shonna - Good

$17.40

View Details
Predictive Analytics: The Secret To Predicting Future Events Using Big Data...
Predictive Analytics: The Secret To Predicting Future Events Using Big Data...

$24.97

View Details
The New HR Analytics: Predicting the - Hardcover, by Fitz-Enz Jac - Good
The New HR Analytics: Predicting the - Hardcover, by Fitz-Enz Jac - Good

$4.63

View Details