Validation of Risk Management Models for Financial Institutions

Validation of Risk Management Models for Financial Institutions
Author: David Lynch
Publisher: Cambridge University Press
Total Pages: 489
Release: 2023-01-31
Genre: Business & Economics
ISBN: 1108497357

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A comprehensive book on validation with coverage of all the risk management models.


Validation of Risk Management Models for Financial Institutions
Language: en
Pages: 489
Authors: David Lynch
Categories: Business & Economics
Type: BOOK - Published: 2023-01-31 - Publisher: Cambridge University Press

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A comprehensive book on validation with coverage of all the risk management models.
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
Understanding and Managing Model Risk
Language: en
Pages: 452
Authors: Massimo Morini
Categories: Business & Economics
Type: BOOK - Published: 2011-10-20 - Publisher: John Wiley & Sons

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A guide to the validation and risk management of quantitative models used for pricing and hedging Whereas the majority of quantitative finance books focus on ma
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