The Validation of Risk Models

The Validation of Risk Models
Author :
Publisher : Springer
Total Pages : 242
Release :
ISBN-10 : 9781137436962
ISBN-13 : 1137436964
Rating : 4/5 (964 Downloads)

Book Synopsis The Validation of Risk Models by : S. Scandizzo

Download or read book The Validation of Risk Models written by S. Scandizzo and published by Springer. This book was released on 2016-07-01 with total page 242 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.


The Validation of Risk Models Related Books

The Validation of Risk Models
Language: en
Pages: 242
Authors: S. Scandizzo
Categories: Business & Economics
Type: BOOK - Published: 2016-07-01 - Publisher: Springer

GET EBOOK

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
Language: en
Pages: 217
Authors: George A. Christodoulakis
Categories: Business & Economics
Type: BOOK - Published: 2007-11-14 - Publisher: Elsevier

GET EBOOK

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
Risk Model Validation
Language: en
Pages:
Authors: Peter Quell
Categories: Risk management
Type: BOOK - Published: 2016 - Publisher:

GET EBOOK

Managing Portfolio Credit Risk in Banks: An Indian Perspective
Language: en
Pages: 390
Authors: Arindam Bandyopadhyay
Categories: Business & Economics
Type: BOOK - Published: 2016-05-09 - Publisher: Cambridge University Press

GET EBOOK

This book explains how a proper credit risk management framework enables banks to identify, assess and manage the risk proactively.
IFRS 9 and CECL Credit Risk Modelling and Validation
Language: en
Pages: 316
Authors: Tiziano Bellini
Categories: Business & Economics
Type: BOOK - Published: 2019-01-31 - Publisher: Academic Press

GET EBOOK

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