The Analytics of Risk Model Validation is popular PDF and ePub book, written by George A. Christodoulakis in 2007-11-14, it is a fantastic choice for those who relish reading online the Business & Economics genre. Let's immerse ourselves in this engaging Business & Economics book by exploring the summary and details provided below. Remember, The Analytics of Risk Model Validation can be Read Online from any device for your convenience.
The Analytics of Risk Model Validation Book PDF Summary
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
Detail Book of The Analytics of Risk Model Validation PDF
- Author : George A. Christodoulakis
- Release : 14 November 2007
- Publisher : Elsevier
- ISBN : 9780080553887
- Genre : Business & Economics
- Total Page : 217 pages
- Language : English
- PDF File Size : 18,6 Mb
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