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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...
| Cote: | Libro Electrónico |
|---|---|
| Autres auteurs: | , |
| Format: | Électronique eBook |
| Langue: | Inglés |
| Publié: |
Amsterdam ; Boston :
Elsevier/Academic Press,
2008.
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| Édition: | 1st ed. |
| Collection: | Elsevier finance.
Quantitative finance series. |
| Sujets: | |
| Accès en ligne: | Texto completo (Requiere registro previo con correo institucional) |