Related Books

Practical Credit Risk and Capital Modeling, and Validation
Language: en
Pages: 404
Authors: Colin Chen
Categories:
Type: BOOK - Published: - Publisher: Springer Nature

DOWNLOAD EBOOK

IFRS 9 and CECL Credit Risk Modelling and Validation
Language: en
Pages: 316
Authors: Tiziano Bellini
Categories: Business & Economics
Type: BOOK - Published: 2019-02-08 - Publisher: Academic Press

DOWNLOAD EBOOK

IFRS 9 and CECL Credit Risk Modelling and Validation covers a hot topic in risk management. Both IFRS 9 and CECL accounting standards require Banks to adopt a n
The Validation of Risk Models
Language: en
Pages: 242
Authors: S. Scandizzo
Categories: Business & Economics
Type: BOOK - Published: 2016-07-01 - Publisher: Springer

DOWNLOAD EBOOK

This 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
The Analytics of Risk Model Validation
Language: en
Pages: 217
Authors: George A. Christodoulakis
Categories: Business & Economics
Type: BOOK - Published: 2007-11-14 - Publisher: Elsevier

DOWNLOAD EBOOK

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 inst
Credit Risk Management
Language: en
Pages: 552
Authors: Tony Van Gestel
Categories: Business & Economics
Type: BOOK - Published: 2009 - Publisher: Oxford University Press

DOWNLOAD EBOOK

This first of three volumes on credit risk management, providing a thorough introduction to financial risk management and modelling.