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The Analytics of Risk Model Validation
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The Analytics of Risk Model Validation Hardcover - 2007 - 1st Edition

by George A. Christodoulakis (Editor); Stephen Satchell (Editor)


From the publisher

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 part of the regulatory structure that these risk models be validated both internally and externally, and there is a great shortage of information as to best practise. Editors Christodoulakis and Satchell collect papers that are beginning to appear by regulators, consultants, and academics, to provide the first collection that focuses on the quantitative side of model validation. The book covers the three main areas of risk: Credit Risk and Market and Operational Risk.

Details

  • Title The Analytics of Risk Model Validation
  • Author George A. Christodoulakis (Editor); Stephen Satchell (Editor)
  • Binding Hardcover
  • Edition number 1st
  • Edition 1
  • Pages 216
  • Volumes 1
  • Language ENG
  • Publisher Academic Press
  • Date November 11, 2007
  • Illustrated Yes
  • ISBN 9780750681582 / 0750681586
  • Weight 1.1 lbs (0.50 kg)
  • Dimensions 9.21 x 6.5 x 0.72 in (23.39 x 16.51 x 1.83 cm)
  • Library of Congress subjects Risk management - Mathematical models
  • Library of Congress Catalog Number 2008297532
  • Dewey Decimal Code 658.155
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The Analytics of Risk Model Validation
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The Analytics of Risk Model Validation

by George A. Christodoulakis

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Academic Press, 2007. Hardcover. Good. Former library book; Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less.Dust jacket quality is not guaranteed.
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The Analytics of Risk Model Validation
Stock Photo: Cover May Be Different

The Analytics of Risk Model Validation

by Christodoulakis, George A. (Editor)/ Satchell, Stephen (Editor)

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Binding
Hardcover
ISBN 10 / ISBN 13
9780750681582 / 0750681586
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Academic Pr, 2007. Hardcover. New. 1st edition. 201 pages. 9.25x6.75x0.75 inches.
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The Analytics of Risk Model Validation

The Analytics of Risk Model Validation

by George A. Christodoulakis

  • New
  • Hardcover
Condition
New
Binding
Hardcover
ISBN 10 / ISBN 13
9780750681582 / 0750681586
Quantity Available
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Hardback. New. 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.
Item Price
$82.05
$12.60 shipping to USA
The Analytics of Risk Model Validation

The Analytics of Risk Model Validation

by Christodoulakis, George A. & Stephen Satchell

  • Used
  • Hardcover
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Used - Good in Good dust jacket
Binding
Hardcover
ISBN 10 / ISBN 13
9780750681582 / 0750681586
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Academic Press. Good in Good dust jacket. 2007. Hardcover. 0750681586 . Dogears throughout. Dust jacket shelf worn with some very small tears. ; Boards are square, flat, and clean. Tight binding. Text body is clean and unmarked. Dust jacket has been placed in a removable plastic cover. ; Quantitative Finance; 9.2 X 6.6 X 0.9 inches; 216 pages .
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