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The Validation of Risk Models: A Handbook for Practitioners

The Validation of Risk Models: A Handbook for Practitioners

Hardcover

Series: Applied Quantitative Finance

Investing & Finance

ISBN10: 1137436956
ISBN13: 9781137436955
Publisher: Palgrave
Published: Apr 27 2016
Pages: 242
Weight: 1.20
Height: 0.90 Width: 6.10 Depth: 9.30
Language: English
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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Investing & Finance