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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

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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)

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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

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