The Validation of Risk Models: A Handbook for Practitioners (Applied Quantitative Finance)

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The Validation of Risk Models: A Handbook for Practitioners (Applied Quantitative Finance)

The Validation of Risk Models: A Handbook for Practitioners (Applied Quantitative Finance)


The Validation of Risk Models: A Handbook for Practitioners (Applied Quantitative Finance)


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The Validation of Risk Models: A Handbook for Practitioners (Applied Quantitative Finance)

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.

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Product details

Series: Applied Quantitative Finance

Hardcover: 242 pages

Publisher: Palgrave Macmillan; 1st ed. 2016 edition (May 4, 2016)

Language: English

ISBN-10: 1137436956

ISBN-13: 978-1137436955

Product Dimensions:

6.5 x 0.8 x 9.5 inches

Shipping Weight: 1.1 pounds (View shipping rates and policies)

Average Customer Review:

4.0 out of 5 stars

2 customer reviews

Amazon Best Sellers Rank:

#439,417 in Books (See Top 100 in Books)

Sloppy editing, bad grammar, and some mistakes detract from what could have been a very good foundational book on the topic of model validation.

good

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The Validation of Risk Models: A Handbook for Practitioners (Applied Quantitative Finance)


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