The Analytics of Risk Model Validation - Quantitative Finance (Hardback)
  • The Analytics of Risk Model Validation - Quantitative Finance (Hardback)
zoom

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

(editor), (editor)
£63.99
Hardback 216 Pages / Published: 17/10/2007
  • We can order this

Usually dispatched within 3 weeks

  • This item has been added to your basket
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.

Publisher: Elsevier Science & Technology
ISBN: 9780750681582
Number of pages: 216
Weight: 500 g
Dimensions: 234 x 165 x 14 mm

You may also be interested in...

Investing for Dummies - UK
Added to basket
Currency Trading For Dummies
Added to basket
The Big Short
Added to basket
£9.99   £7.99
Paperback
Rich Dad's Guide to Investing
Added to basket
£14.99   £10.49
Paperback
Accounting & Finance in 4 Weeks
Added to basket
The Wolf of Wall Street
Added to basket
When Genius Failed
Added to basket
Corporate Financial Management
Added to basket
The Financial Times Guide to Investing
Added to basket
How to Speak Money
Added to basket
Liar's Poker
Added to basket
£9.99
Paperback
The Science of Getting Rich
Added to basket
The Poor Had No Lawyers
Added to basket
FT Guide to Foreign Exchange Trading
Added to basket
Investing in Shares For Dummies
Added to basket
Business Adventures
Added to basket
£10.99
Paperback

Reviews

Please sign in to write a review

Your review has been submitted successfully.