Validation of Risk Management Models for Financial Institutions

David Lynch

ISBN 10: 1108497357 / ISBN 13: 9781108497350

Verlag: Cambridge University Press, 2023

Druck auf Anfrage Neuware - Printed after ordering - 'This book is about the purpose of model validation which is to identify and communicate strengths and weaknesses of a given quantitative approach, and to determine whether the model is appropriate for its intended and actual use'--. Bestandsnummer des Verkäufers 9781108497350

Inhaltsangabe:

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

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.

Bibliografische Details

Titel: Validation of Risk Management Models for ...
Verlag: Cambridge University Press
Erscheinungsdatum: 2023
Einband: Buch
Zustand: Neu