Scandizzo S (12 results)

Hardcover. Condition: Very Good. Dust Jacket Condition: Very Good. 1st Edition. 2016.Hardcover.Very good,very good.242 pages.Ships from Japan.Usually ships in 1-2 working days.

Condition: New. In English.

Hardback. Condition: New. 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.…

Condition: New. pp. 400.

Hardcover. Condition: Brand New. 242 pages. 9.50x6.50x0.75 inches. In Stock.

Hardback. Condition: New. 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.…

Buch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -The practice of quantitative risk management has reached unprecedented levels of sophistication. The pricing, the assessment of risk as well as the computation of the capital requirements for highly complex transactions are performed through equally complex mathematical models, running on sophisticated computer systems, developed and operated by dedicated, highly qualified specialists. With this sophistication, however, come risks that are unpredictable, globally challenging and difficult to manage. Model risk is a prime example of these and precisely the kind of risk that those tasked with managing financial institutions as well as those overseeing the soundness and stability of the financial system should worry about.This book starts with setting the problem of the validation of risk models within the context of banking governance and proposes a comprehensive methodological framework for the assessment of models against compliance, qualitative and quantitative benchmarks. It provides a comprehensive guide to the tools and techniques required for the qualitative and quantitative validation of the key categories of risk models and introduces a practical methodology for the measurement of the resulting model risk and its translation into prudent adjustments to capital requirements and other estimates. 252 pp. Englisch.…

Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Fully uptodate: It will be entirely focused on the models used in today s risk management practice and as such will constitute a onestopshop for professionals involved in the validation of risk management modelsComprehensive: It will be comprehensiv.…

Condition: New. Print on Demand pp. 400.

Buch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -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.Springer-Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 252 pp. Englisch.…

Condition: New. PRINT ON DEMAND pp. 400.

Buch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - The practice of quantitative risk management has reached unprecedented levels of sophistication. The pricing, the assessment of risk as well as the computation of the capital requirements for highly complex transactions are performed through equally complex mathematical models, running on sophisticated computer systems, developed and operated by dedicated, highly qualified specialists. With this sophistication, however, come risks that are unpredictable, globally challenging and difficult to manage. Model risk is a prime example of these and precisely the kind of risk that those tasked with managing financial institutions as well as those overseeing the soundness and stability of the financial system should worry about.This book starts with setting the problem of the validation of risk models within the context of banking governance and proposes a comprehensive methodological framework for the assessment of models against compliance, qualitative and quantitative benchmarks. It provides a comprehensive guide to the tools and techniques required for the qualitative and quantitative validation of the key categories of risk models and introduces a practical methodology for the measurement of the resulting model risk and its translation into prudent adjustments to capital requirements and other estimates.…