The Analytics of Risk Model Validation Image close
The Analytics of Risk Model Validation on Hardback
The Analytics of Risk Model Validation on Hardback
Show Hide Adult Content

Business & Economics Books:

Home  
Books  
Business & Economics  
Finance & Accounting  
Finance

The Analytics of Risk Model Validation

Sorry, this product is not currently available to order

Here are some other products you might consider...

Explore more Quantitative Finance

See all products in this series

Venture Capital in Europe on Hardback by Greg N Gregoriou
$383.00
Venture Capital in Europe
by Greg N Gregoriou ~ Hardback
Available - Usually ships in 3-4 weeks
Computational Finance on Hardback by George Levy
$503.00
Computational Finance
by George Levy ~ Hardback
Available - Usually ships in 3-4 weeks
Funds of Hedge Funds on Hardback by Greg N Gregoriou
$373.00
Funds of Hedge Funds
by Greg N Gregoriou ~ Hardback
Available - Usually ships in 3-4 weeks
International Mergers and Acquisitions Activity Since 1990 on Hardback by Greg N Gregoriou
$353.00
International Mergers and Acquisitions Activity Since 1990
by Greg N Gregoriou ~ Hardback
Available - Usually ships in 3-4 weeks
Computational Finance Using C and C# on Hardback by George Levy
$308.00
Computational Finance Using C and C#
by George Levy ~ Hardback
Available - Usually ships in 3-4 weeks
Initial Public Offerings (IPO) on Hardback by Greg N Gregoriou
$402.00
Initial Public Offerings (IPO)
by Greg N Gregoriou ~ Hardback
Available - Usually ships in 3-4 weeks
Practical Quantitative Finance with ASP.NET Core and Angular by Jack Xu
$239.00
Practical Quantitative Finance with ASP.NET Core and Angular
by Jack Xu ~ Paperback / softback
Available - Usually ships in 3-4 weeks
Corporate Governance and Regulatory Impact on Mergers and Acquisitions on Hardback by Greg N Gregoriou
$354.00
Corporate Governance and Regulatory Impact on Mergers and Acquisitions
by Greg N Gregoriou ~ Hardback
Available - Usually ships in 3-4 weeks

Recommended for you

Recommended from your browsing history

The Analytics of Risk Model Validation

Click to share your rating 0 ratings (0.0/5.0 average) Thanks for your vote!

Format:

Hardback
Unavailable
Sorry, this product is not currently available to order

Description

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 part of the regulatory structure that these risk models be validated both internally and externally, and there is a great shortage of information as to best practise. Editors Christodoulakis and Satchell collect papers that are beginning to appear by regulators, consultants, and academics, to provide the first collection that focuses on the quantitative side of model validation. The book covers the three main areas of risk: Credit Risk and Market and Operational Risk.

Author Biography:

Stephen Satchell is a Fellow of Trinity College, the Reader in Financial Econometrics at the University of Cambridge and Visiting Professor at Birkbeck College, City University Business School and University of Technology, Sydney. He provides consultancy for a range of city institutions in the broad area of quantitative finance. He has published papers in many journals and has a particular interest in risk.
Release date NZ
October 17th, 2007
Audience
  • Professional & Vocational
Contributors
  • Edited by George A. Christodoulakis
  • Edited by Stephen Satchell
Pages
216
Dimensions
156x234x14
ISBN-13
9780750681582
Product ID
3835211

Customer reviews

Nobody has reviewed this product yet. You could be the first!

Write a Review

Marketplace listings

There are no Marketplace listings available for this product currently.
Already own it? Create a free listing and pay just 9% commission when it sells!

Sell Yours Here

Help & options

Filed under...

Books >
Business & Economics >
Finance & Accounting >
Finance
Books >
Non-Fiction >
Reference >
Communication studies >
Decision theory: general >
Risk assessment
Books >
Business & Economics >
Economics
Books >
Business & Economics >
Finance & Accounting >
Accounting >
Management accounting
Books >
Business & Economics >
Finance & Accounting >
Finance >
Banking
Books >
Self-Help >
Personal Finance
Books >
Non-Fiction >
Reference >
Research & information: general >
Decision theory: general >
Risk assessment