An edition of Risk model validation (2011)

Risk model validation

a practical guide to addressing the key questions

by

Risk model validation
Christian Meyer, Christian Mey ...
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Last edited by MARC Bot
December 21, 2022 | History
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An edition of Risk model validation (2011)

Risk model validation

a practical guide to addressing the key questions

by

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Publish Date
Publisher
Risk Books
Language
English
Pages
141

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Subjects

Risk management, Mathematical models

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Edition Availability
Cover of: Risk model validation
Risk model validation: a practical guide to addressing the key questions
2011, Risk Books
in English
  • Not in Library
Libraries near you: WorldCat

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Book Details

Table of Contents

Basics of quantitative risk models
How can a risk model fail?
Validation issues
The Basel accords and risk model validation
Tools for validation of model results
Other validation tools
Conclusion: risk model frameworks.

Edition Notes

Includes bibliographical references (p. 125-135) and index.

Published in
London

Classifications

Dewey Decimal Class
658.1550151

The Physical Object

Pagination
xv, 141 p.
Number of pages
141

ID Numbers

Open Library
OL44720928M
ISBN 10
1906348510
ISBN 13
9781906348519
OCLC/WorldCat
712126803

Source records

marc_columbia MARC record

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History

Download catalog record: RDF / JSON / OPDS | Wikipedia citation
December 21, 2022 Created by MARC Bot Imported from marc_columbia MARC record