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...
| Corporate Author: | |
|---|---|
| Other Authors: | , |
| Format: | eBook |
| Language: | English |
| Published: |
Amsterdam ; Boston :
Elsevier/Academic Press,
[2008]
|
| Edition: | 1st ed. |
| Series: | Quantitative finance series.
|
| Subjects: | |
| Online Access: | Connect to the full text of this electronic book Publisher description |
Search Result 1
Search Result 2