The analytics of risk model validation [electronic resource] / edited by George Christodoulakis, Stephen Satchell.
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...
Saved in:
| Online Access: |
Full Text (via ScienceDirect) |
|---|---|
| Other Authors: | , |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Amsterdam ; Boston :
Elsevier/Academic Press,
©2008.
|
| Edition: | 1st ed. |
| Series: | Quantitative finance series.
|
| Subjects: |
Internet
Full Text (via ScienceDirect)Online
| Call Number: |
HD61 .A525 2008eb
|
|---|---|
| HD61 .A525 2008eb | Available |