The Analytics of Risk Model Validation - Quantitative Finance - Stephen Satchell - Books - Elsevier Science & Technology - 9780750681582 - October 17, 2007
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Stephen Satchell
The Analytics of Risk Model Validation - Quantitative Finance

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Risk model validation is an emerging and important area of research, and has arisen because of Basel I and II. This book provides a collection that focuses on the quantitative side of model validation. It the three main areas of risk: Credit Risk, Market and Operational Risk.

218 pages, 1, black & white illustrations

Media Books     Hardcover Book   (Book with hard spine and cover)
Released October 17, 2007
ISBN13 9780750681582
Publishers Elsevier Science & Technology
Pages 216
Dimensions 165 × 234 × 14 mm   ·   500 g
Editor Christodoulakis, George A. (Advisor to the Governor of the Bank of Greece and Assistant Professor of Finance, Manchester Business School, U.K.)
Editor Satchell, Stephen (Reader in Financial Econometrics, Trinity College, Cambridge, UK)

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