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...

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Bibliographic Details

Main Authors:	Christodoulakis, George (Author), Satchell, Stephen (Author)
Corporate Author:	Safari, an O'Reilly Media Company
Format:	eBook
Language:	English
Published:	Academic Press, 2007.
Edition:	1st edition.
Subjects:	Electronic books.
Online Access:	Connect to this electronic resource