The Validation of Risk Models
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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.
| Autor: | Scandizzo, Sergio |
| Nakladatel: | Palgrave Macmillan |
| ISBN: | 9781137436955 |
| Rok vydání: | 2016 |
| Jazyk : | Angličtina |
| Vazba: | Hardback |
| Počet stran: | 242 |
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