Validation of Risk Management Models for Financial Institutions Theory and Practice |
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| Author:
| Lynch, David
Siddique, Akhtar R. |
| ISBN: | 978-1-108-49735-0 |
| Publication Date: | Mar 2023 |
| Publisher: | Cambridge University Press
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| Book Format: | Hardback |
| List Price: | AUD $226.95 |
Book Description:
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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.
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.