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The Validation of Risk Models

The Validation of Risk Models

S. Scandizzo

Format: Print Book

ISBN: 9781137436955

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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, 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.

Publication Year: 2016
Imprint: Palgrave Macmillan UK
Format: H
Weight (Gram): 547





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