The analytics of risk model validation /

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...

Full description

Bibliographic Details

Corporate Author:	ScienceDirect (Online service)
Other Authors:	Christodoulakis, George, Satchell, S. (Stephen)
Format:	eBook
Language:	English
Published:	Amsterdam ; Boston : Elsevier/Academic Press, [2008]
Edition:	1st ed.
Series:	Quantitative finance series.
Subjects:	Risk management > Mathematical models. Electronic books.
Online Access:	Connect to the full text of this electronic book Publisher description