Produkt
KlappentextThis book is a one-stop-shop reference for risk management practitioners involved in the validation of risk models. It is a comprehensive manual about the tools, techniques and processes to be followed, focused on all the models that are relevant in the capital requirements and supervisory review of large international banks.
Zusammenfassung
Fully uptodate: It will be entirely focused on the models used in today's risk management practice and as such will constitute a onestopshop for professionals involved in the validation of risk management models
Comprehensive: It will be comprehensive: it will cover the whole spectrum of risks, across the technical (market, credit, operational, liquidity, counterparty, etc.) as well as the regulatory categories (Basel Accord II, 2.5, III, Pillar 1, Pillar
Market focussed: this will be a practical manual showing how things are actually done in practice both in terms of processes to be set up for validation and in terms of tools and techniques, with a special focus on practical challenges and solutions
Fully uptodate: It will be entirely focused on the models used in today's risk management practice and as such will constitute a onestopshop for professionals involved in the validation of risk management models
Comprehensive: It will be comprehensive: it will cover the whole spectrum of risks, across the technical (market, credit, operational, liquidity, counterparty, etc.) as well as the regulatory categories (Basel Accord II, 2.5, III, Pillar 1, Pillar
Market focussed: this will be a practical manual showing how things are actually done in practice both in terms of processes to be set up for validation and in terms of tools and techniques, with a special focus on practical challenges and solutions
Details
ISBN/GTIN978-1-137-43695-5
ProduktartBuch
EinbandartGebunden
Erscheinungsjahr2016
Erscheinungsdatum27.04.2016
Auflage1st ed. 2016
Seiten242 Seiten
SpracheEnglisch
Gewicht541 g
IllustrationenVIII, 242 p.
Artikel-Nr.36173111
Rubriken
GenreWirtschaft