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2 produkter
2 produkter
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A First Course in Model Validation and Model Risk Management offers robust coverage for current and future financial engineers. Useful as part of a masters program, for self-study, or as a valuable reference, the textbook explains in step-by-step, practical terms how mathematical models owned by financial institutions are essential to their public activities, including sales, trading, risk management, and internal audits. Like a diverse fleet of cars maintained by a rental car location, a bank must make sure customers can "drive" any of its models for a specific financial product. The book covers both pricing and risk models. Chapters consider modeling basics, marked-to-market and marked-to-model asset classes, market risk, credit risk, portfolio risk, operational risk, capital model risk, and financial crime, along with machine learning/AI.To support course use and practical applications, the text provides examples in Python throughout, as well as an appendix containing homework problems for all chapters, further supported by an ftp site for data and sample code. Additional appendices cover global model risk management, and a refresher in statistics.Offers practical concepts for learning model validation and model risk managementExplains how to use Python-based models to assess and manage model riskCovers the US gold standard of model risk, "Federal Reserve Board SR 11-7", including testing inputs, testing outputs, benchmarking, outcomes analysis, third party models, and compensating controlsDiscusses model governance, including model inventory , risk ratings, and the three lines of defenseProvides Instructor Manuals for qualified instructors via https://www.educate.elsevier.com/book/details/9780443337468
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This, the fifth and final volume in the Trinity Tales series, completes a cycle that began with tales from the 1960s. It invites readers to step into the world of Trinity College as it was in the first decade of this century through the reflections of students who attended the university during those years.Within its pages lie the stories of twenty-eight graduates from a mix of diverse backgrounds whose experiences may dispel the myths of what it means to be a ‘Trinity student’. The collection reveals the rapidly changing world of the early 2000s. This was a time of the internet revolution, when social media first affected student life, when mobile phones and laptops became ubiquitous, when handwritten work was passing into history, when The Buttery closed its doors – and all this coming against the backdrop of an overheating then imploding Irish economy.This kaleidoscope of recollections captures a student body in transformation and features stories of personal discovery and achievement against the odds. For some it proved a life-changing era when sexual, racial or class barriers were confronted.This volume concludes a remarkable half-century journey, portraying the lives of others, and of ourselves.