• Sign In / Register
  • Help
  • Basket0
The books you love, the emails you want
Time is running out, opt in before 25 May or you'll stop hearing from us
Yes Please
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 despatched within 3 weeks

  • This item has been added to your basket

Check Marketplace availability

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...

How to Speak Money
Added to basket
The Wolf of Wall Street
Added to basket
Accounting & Finance in 4 Weeks
Added to basket
Shares Made Simple
Added to basket
£13.99
Paperback
When Genius Failed
Added to basket
Liar's Poker
Added to basket
£9.99
Paperback
Intelligent Investor
Added to basket
Market Wizards
Added to basket
£21.99
Paperback
Fooled by Randomness
Added to basket
Buffett
Added to basket
£12.99
Paperback
Rich Dad's Guide to Investing
Added to basket
£14.99   £10.49
Paperback
Moneyball
Added to basket
£11.99
Paperback
The Big Short
Added to basket
£9.99   £7.99
Paperback
Bad Banks
Added to basket
£8.99
Paperback

Reviews

Please sign in to write a review

Your review has been submitted successfully.