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...

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Bibliographic Details
Other Authors:	Christodoulakis, George, Satchell, Stephen, 1949-
Format:	Electronic eBook
Language:	English
Published:	Amsterdam ; Boston : Elsevier/Academic Press, 2008.
Edition:	1st ed.
Series:	Elsevier finance. Quantitative finance series.
Subjects:	Risk management > Mathematical models. Operational risk > Mathematical models.
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