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 ...
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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.
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Add this copy of The Analytics of Risk Model Validation (Quantitative to cart. $30.26, like new condition, Sold by Zubal Books rated 4.0 out of 5 stars, ships from Cleveland, OH, UNITED STATES, published 2007 by Academic Press.
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216 pp., hardcover, previous owner's name neatly inked to the title page, else fine. -If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country.
Add this copy of The Analytics of Risk Model Validation to cart. $53.95, good condition, Sold by Boards and Wraps rated 2.0 out of 5 stars, ships from Baltimore, MD, UNITED STATES, published 2007 by Academic Press.
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Good in Good dust jacket. 0750681586. Dogears throughout. Dust jacket shelf worn with some very small tears.; Boards are square, flat, and clean. Tight binding. Text body is clean and unmarked. Dust jacket has been placed in a removable plastic cover.; Quantitative Finance; 9.2 X 6.6 X 0.9 inches; 216 pages.
Add this copy of The Analytics of Risk Model Validation (Quantitative to cart. $64.76, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 2007 by Academic Press.
Add this copy of The Analytics of Risk Model Validation (Quantitative to cart. $86.80, new condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 2007 by Academic Press.
Add this copy of The Analytics of Risk Model Validation to cart. $97.32, new condition, Sold by Media Smart rated 4.0 out of 5 stars, ships from Hawthorne, CA, UNITED STATES, published 2007 by Elsevier.
