All ebooks by George A. Christodoulakis in PDF and EPUB
Readzis program recommandation

All ebooks by George A. Christodoulakis in PDF and EPUB


1  Book(s)
Download this eBook The Analytics of Risk Model Validation
Add to my wish list

The Analytics of Risk Model Validation


George A. Christodoulakis , Stephen Satchell


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 compute their reserve capital in a highly analytic way, based on the use...

Publication date: 2007-11-14
Format: PDF, epub DRM-free
Publisher: Academic Press
Add to basket
£56,96

Sign up to get our latest ebook recommendations and special offers


Paiements sécurisés