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Validation of Risk Models - S. Scandizzo - Bog

- A Handbook for Practitioners

af S. Scandizzo

indgår i Applied Quantitative Finance serien

Validation of Risk Models af S. Scandizzo
Bag om Validation of Risk Models

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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  • Sprog:
  • Engelsk
  • ISBN:
  • 9781137436955
  • Indbinding:
  • Hardback
  • Sideantal:
  • 242
  • Udgivet:
  • 6. april 2016
  • Udgave:
  • 12016
  • Størrelse:
  • 167x241x18 mm.
  • Vægt:
  • 542 g.
  • 8-11 hverdage.
  • 16. januar 2025
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Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

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Beskrivelse af Validation of Risk Models

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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