The Validation of Risk Models: A Handbook for Practitioners

By Sergio Scandizzo

This book is a one-stop-shop reference for risk management practitioners involved in the validation of risk models. It is a comprehensive manual about the tools, techniques and processes to be followed, focused on all the models that are relevant in the capital requirements and supervisory review of large international banks.

• Format: Hardcover
• Language: English
• ISBN: 1137436956
• ISBN13: 9781137436955
• Release Date: April 2016
• Publisher: Palgrave MacMillan
• Length: 242 Pages
• Weight: 1.20 lbs.
• Dimensions: 0.9" x 6.1" x 9.3"