George A. Christodoulakis – författare
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2 produkter
The Analytics of Risk Model Validation
Av George A. Christodoulakis, Stephen Satchell
Inbunden, 2007
853 kr
Lägg i varukorg
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 …
Analytics of Risk Model Validation
Av Stephen Satchell, George A. Christodoulakis
E-bok, 2007
906 kr
Lägg i varukorg
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 …
