Internal Modeling And Cad II Qualifying and Quantifying Risk within a Financial Institution

Name: Internal Modeling And Cad II Qualifying and Quantifying Risk within a Financial Institution
Brand: Risk Books
SKU: 9781899332298
Rating: 3.8 (7 reviews)
ISBN: 9781899332298

Internal Modeling And Cad II Qualifying and Quantifying Risk within a Financial Institution image

ISBN-10:

1899332294

ISBN-13:

9781899332298

Author(s): In association with the British Bankers' Association; BOOKS, RISK

Released: May 26, 1999

Publisher: Risk Books

Format: Paperback, 120 pages

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Description:

*Authoritative and instructive Risk Executive Report on internal modelling and CAD II *Comprehensive overview of VAR methodologies and Extreme Value Theory *Analysis of CAD II guidelines for back testing the models

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