The Analytics of Risk Model Validation

Language: English

Published by Academic Press, 2007

0750681586 / 9780750681582

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Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.

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This item is printed on demand - it takes 3-4 days longer - Neuware -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. Englisch.

Seller Inventory # 9780750681582

Title
The Analytics of Risk Model Validation
Author
George A. Christodoulakis
Publisher
Academic Press
Publication year
2007
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
0750681586
ISBN 13
9780750681582
Item weight
494 grams
Dimensions
234x156x13 mm

BuchWeltWeit Ludwig Meier e.K.

Bergisch Gladbach, Germany

5-star seller

AbeBooks seller since January 11, 2012

Shipping rates from Germany to U.S.A.

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BuchWeltWeit Ludwig Meier e.K.

Germany