The Analytics of Risk Model Validation

by Stephen Satchell and George A. Christodoulakis

Risk model validation is an emerging and important area of research, and has arisen because of Basel I and II. These regulatory initiatives require trading institutions and lending institutions to... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 0750681586
• ISBN13: 9780750681582
• Release Date: November 2007
• Publisher: Academic Press
• Length: 216 Pages
• Weight: 1.10 lbs.
• Dimensions: 0.7" x 6.8" x 9.5"