Validation of Risk Management Models for Financial Institutions: Theory and Practice - Hardcover

 
9781108497350: Validation of Risk Management Models for Financial Institutions: Theory and Practice

Inhaltsangabe

A comprehensive book on validation with coverage of all the risk management models.

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Über die Autorinnen und Autoren

David Lynch is Deputy Associate Director for Policy Research and Analytics at the Board of Governors of the Federal Reserve System. He joined the board in 2005, and his areas of responsibility include Volcker metrics, swap margin and oversight of models for market risk capital and counterparty risk capital.

Iftekhar Hasan is University Professor and E. Gerald Corrigan Chair in Finance at Fordham University. He is the editor of the Journal of Financial Stability and is among the most widely cited academics in the world.

Akhtar Siddique taught finance at Georgetown University after his finance Ph.D. at Duke University. He has published extensively in leading finance journals and currently works at the Office of the Comptroller of the Currency.

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Weitere beliebte Ausgaben desselben Titels

9781108608602: Validation of Risk Management Models for Financial Institutions: Theory and Practice

Vorgestellte Ausgabe

ISBN 10:  1108608604 ISBN 13:  9781108608602
Verlag: Cambridge University Press, 2022
Softcover