Hidden Bibliographic Details
| Other authors / contributors: | Christodoulakis, George.
Satchell, S. (Stephen)
|
|---|
| ISBN: | 9780080553887
0080553885
6611071504
9786611071509
0750681586
9780750681582
|
|---|
| Notes: | Includes bibliographical references and index.
Print version record.
|
|---|
| Summary: | 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 institutions and lending institutions to compute their reserve capital in a highly analytic way, based on the use of internal risk models. It is part of the regulatory structure that these risk models be validated both internally and externally, and there is a great shortage of information as to best practise. Editors Christodoulakis and Satchell collect papers that are beginning to appear by regulators, consultants, and academics, to prov.
|
|---|
| Other form: | Print version: Analytics of risk model validation. 1st ed. Amsterdam ; Boston : Elsevier/Academic Press, 2008 9780750681582 0750681586
|
|---|
| Standard no.: | 9786611071509
|
|---|
