Téléchargez le livre : The Analytics of Risk Model Validation
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Description
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.*Risk model validation is a requirement of Basel I and II *The first collection of papers in this new and developing area of research *International authors cover model validation in credit, market, and operational risk
Pages
216 pages
Collection
n.c
Parution
2007-11-14
Marque
Academic Press
EAN papier
9780750681582
EAN PDF
9780080553887
Informations sur l'ebook
Nombre pages copiables
21
Nombre pages imprimables
21
Taille du fichier
5816 Ko
Ce livre est accessible aux handicaps Voir les informations sur l'accessibilité
Prix
70,63 €
EAN EPUB SANS DRM
9780080553887
Informations sur l'ebook
Ce livre est accessible aux handicaps Voir les informations sur l'accessibilité
Prix
70,63 €

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