Related Books
Language: en
Pages: 242
Pages: 242
Type: BOOK - Published: 2016-07-01 - Publisher: Springer
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
Language: en
Pages: 217
Pages: 217
Type: BOOK - Published: 2007-11-14 - Publisher: Elsevier
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 inst
Language: en
Pages:
Pages:
Type: BOOK - Published: 2016 - Publisher:
Language: en
Pages: 400
Pages: 400
Type: BOOK - Published: 2016-08-23 - Publisher: Palgrave Macmillan
The practice of quantitative risk management has reached unprecedented levels of refinement. The pricing, the assessment of risk as well as the computation of t
Language: en
Pages: 316
Pages: 316
Type: BOOK - Published: 2019-02-08 - Publisher: Academic Press
IFRS 9 and CECL Credit Risk Modelling and Validation covers a hot topic in risk management. Both IFRS 9 and CECL accounting standards require Banks to adopt a n