The Validation of Risk Models: A Handbook for Practitioners (Applied Quantitative Finance)
Product Description
The Validation of Risk Models: A Handbook for Practitioners (Applied Quantitative Finance)
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.
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