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...
| Other Authors: | , , |
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| Format: | Book |
| Language: | English |
| Published: |
Amsterdam ; Boston :
Elsevier/Academic Press,
2008
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| Edition: | 1st ed |
| Series: | Elsevier finance
Quantitative finance series |
| Subjects: |
Internet
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| Call Number: |
INTERNET RESOURCE |
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