书目名称 | The Validation of Risk Models |
副标题 | A Handbook for Pract |
编辑 | Sergio Scandizzo |
视频video | |
概述 | Fully uptodate: It will be entirely focused on the models used in today‘s risk management practice and as such will constitute a onestopshop for professionals involved in the validation of risk manage |
丛书名称 | Applied Quantitative Finance |
图书封面 |  |
描述 | 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. |
出版日期 | Book 2016 |
关键词 | risk management; bank governance; credit risk; market risk; operational risk; risk models; bank; banking; Cr |
版次 | 1 |
doi | https://doi.org/10.1057/9781137436962 |
isbn_ebook | 978-1-137-43696-2Series ISSN 2947-700X Series E-ISSN 2947-7018 |
issn_series | 2947-700X |
copyright | The Editor(s) (if applicable) and The Author(s) 2016 |