Verlag: Cambridge University Press, 2023
ISBN 10: 1108497357 ISBN 13: 9781108497350
Sprache: Englisch
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Verlag: Cambridge University Press, 2023
ISBN 10: 1108497357 ISBN 13: 9781108497350
Sprache: Englisch
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Verlag: Cambridge University Press, Cambridge, 2023
ISBN 10: 1108497357 ISBN 13: 9781108497350
Sprache: Englisch
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In den WarenkorbHardcover. Zustand: new. Hardcover. Financial models are an inescapable feature of modern financial markets. Yet it was over reliance on these models and the failure to test them properly that is now widely recognized as one of the main causes of the financial crisis of 20072011. Since this crisis, there has been an increase in the amount of scrutiny and testing applied to such models, and validation has become an essential part of model risk management at financial institutions. The book covers all of the major risk areas that a financial institution is exposed to and uses models for, including market risk, interest rate risk, retail credit risk, wholesale credit risk, compliance risk, and investment management. The book discusses current practices and pitfalls that model risk users need to be aware of and identifies areas where validation can be advanced in the future. This provides the first unified framework for validating risk management models. Validation is an essential part of modelling risk management at financial institutions. This book provides the first unified framework for validating risk management models. It covers all of the major risk areas, including market risk, interest rate risk, retail credit risk, wholesale credit risk, compliance risk, and investment management. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
Verlag: Cambridge University Press, 2023
ISBN 10: 1108497357 ISBN 13: 9781108497350
Sprache: Englisch
Anbieter: GreatBookPrices, Columbia, MD, USA
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In den WarenkorbZustand: As New. Unread book in perfect condition.
Verlag: Cambridge University Press, 2023
ISBN 10: 1108497357 ISBN 13: 9781108497350
Sprache: Englisch
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Verlag: Cambridge University Press, 2023
ISBN 10: 1108497357 ISBN 13: 9781108497350
Sprache: Englisch
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In den Warenkorbhardcover. Zustand: New. Special order direct from the distributor.
Verlag: Cambridge University Press, 2023
ISBN 10: 1108497357 ISBN 13: 9781108497350
Sprache: Englisch
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Verlag: Cambridge University Press, 2023
ISBN 10: 1108497357 ISBN 13: 9781108497350
Sprache: Englisch
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In den WarenkorbHardcover. Zustand: Brand New. 400 pages. 9.00x6.00x1.06 inches. In Stock.
Verlag: Cambridge University Press, Cambridge, 2023
ISBN 10: 1108497357 ISBN 13: 9781108497350
Sprache: Englisch
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In den WarenkorbHardcover. Zustand: new. Hardcover. Financial models are an inescapable feature of modern financial markets. Yet it was over reliance on these models and the failure to test them properly that is now widely recognized as one of the main causes of the financial crisis of 20072011. Since this crisis, there has been an increase in the amount of scrutiny and testing applied to such models, and validation has become an essential part of model risk management at financial institutions. The book covers all of the major risk areas that a financial institution is exposed to and uses models for, including market risk, interest rate risk, retail credit risk, wholesale credit risk, compliance risk, and investment management. The book discusses current practices and pitfalls that model risk users need to be aware of and identifies areas where validation can be advanced in the future. This provides the first unified framework for validating risk management models. Validation is an essential part of modelling risk management at financial institutions. This book provides the first unified framework for validating risk management models. It covers all of the major risk areas, including market risk, interest rate risk, retail credit risk, wholesale credit risk, compliance risk, and investment management. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.
Verlag: Cambridge University Press Mär 2023, 2023
ISBN 10: 1108497357 ISBN 13: 9781108497350
Sprache: Englisch
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In den WarenkorbBuch. Zustand: Neu. Neuware - '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'--.
Verlag: Cambridge University Press, 2023
ISBN 10: 1108497357 ISBN 13: 9781108497350
Sprache: Englisch
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In den WarenkorbHardcover. Zustand: Brand New. 400 pages. 9.00x6.00x1.06 inches. In Stock. This item is printed on demand.
Verlag: Cambridge University Press, 2023
ISBN 10: 1108497357 ISBN 13: 9781108497350
Sprache: Englisch
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In den WarenkorbHardback. Zustand: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 890.
Verlag: Cambridge University Press, 2023
ISBN 10: 1108497357 ISBN 13: 9781108497350
Sprache: Englisch
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In den WarenkorbGebunden. Zustand: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Inhaltsverzeichnis1. Common elements in validation of risk models used in financial institutions Iftekhar Hasan, David Lynch and Akhtar Siddique 2. Validating bank holding companies value at risk models for market risk David Lynch 3. A.