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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
The Analytics of Risk Model Validation
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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
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The Validation of Risk Models
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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
IFRS 9 and CECL Credit Risk Modelling and Validation
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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