The Validation of Risk Models

The Validation of Risk Models
Author: S. Scandizzo
Publisher: Springer
Total Pages: 242
Release: 2016-07-01
Genre: Business & Economics
ISBN: 1137436964

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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.


The Validation of Risk Models
Language: en
Pages: 242
Authors: S. Scandizzo
Categories: Business & Economics
Type: BOOK - Published: 2016-07-01 - Publisher: Springer

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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
The Validation of Risk Models
Language: en
Pages: 400
Authors: S. Scandizzo
Categories: Business & Economics
Type: BOOK - Published: 2016-08-23 - Publisher: Palgrave Macmillan

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The practice of quantitative risk management has reached unprecedented levels of refinement. The pricing, the assessment of risk as well as the computation of t
The Analytics of Risk Model Validation
Language: en
Pages: 217
Authors: George A. Christodoulakis
Categories: Business & Economics
Type: BOOK - Published: 2007-11-14 - Publisher: Elsevier

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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 inst
Risk Model Validation
Language: en
Pages:
Authors: Peter Quell
Categories: Risk management
Type: BOOK - Published: 2016 - Publisher:

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IFRS 9 and CECL Credit Risk Modelling and Validation
Language: en
Pages: 316
Authors: Tiziano Bellini
Categories: Business & Economics
Type: BOOK - Published: 2019-02-08 - Publisher: Academic Press

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IFRS 9 and CECL Credit Risk Modelling and Validation covers a hot topic in risk management. Both IFRS 9 and CECL accounting standards require Banks to adopt a n