The Analytics of Risk Model Validation

Business & Finance, Finance & Investing, Banks & Banking, Personal Finance, Money Management
Cover of the book The Analytics of Risk Model Validation by , Elsevier Science
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: ISBN: 9780080553887
Publisher: Elsevier Science Publication: November 14, 2007
Imprint: Academic Press Language: English
Author:
ISBN: 9780080553887
Publisher: Elsevier Science
Publication: November 14, 2007
Imprint: Academic Press
Language: English

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

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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

More books from Elsevier Science

Cover of the book The Role of Information Professionals in the Knowledge Economy by
Cover of the book Molecular and Cellular Pharmacology by
Cover of the book Current Approaches to Occupational Health by
Cover of the book Unit Testing in Java by
Cover of the book Handbook of Materials Failure Analysis With Case Studies from the Construction Industries by
Cover of the book Biofuels for Aviation by
Cover of the book Pediatric Orthopedic Deformities by
Cover of the book International Review of Cell and Molecular Biology by
Cover of the book Particle Physics and Cosmology: the Fabric of Spacetime by
Cover of the book Airworthiness by
Cover of the book Individual Differences in Sensory and Consumer Science by
Cover of the book Durability of Concrete and Cement Composites by
Cover of the book Federated Identity Primer by
Cover of the book Power Quality in Power Systems and Electrical Machines by
Cover of the book Thermosets and Composites by
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy