The Validation of Risk Models: A Handbook for Practitioners (Applied Quantitative Finance)
The Validation of Risk Models: A Handbook for Practitioners (Applied Quantitative Finance)

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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, 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.

  • Released: November 16, 2020
  • Author: S. Scandizzo
  • Rating: 3,7
  • Publisher: Ebook DIgital Agency
  • Total Page: 904 pages
  • File Size: 3670 KB

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