Validation of risk management models for financial institutions: theory and practice
Éditeur :
Cambridge University Press
ISBN :
9781108497350
Date de publication :
9 mars 2023
Dimensions :
23,5 x 15,5 x 2,9 cm
Poids :
890 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
Validation is an essential part of modelling risk management at financial institutions. This book provides the first unified framework for validating risk management models. It covers all of the major risk areas, including market risk, interest rate risk, retail credit risk, wholesale credit risk, compliance risk, and investment management.