The Validation of Risk Models : A Handbook for Practitioners Hardback
Part of the Applied Quantitative Finance series
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.
- Format: Hardback
- Pages: 242 pages, VIII, 242 p.
- Publisher: Palgrave Macmillan
- Publication Date: 06/04/2016
- Category: Banking
- ISBN: 9781137436955
- Paperback from £48.35