The Validation of Risk Models: A Handbook for Practitioners

Author:   S. Scandizzo
Publisher:   Palgrave Macmillan
Edition:   1st ed. 2016
ISBN:  

9781137436955


Pages:   242
Publication Date:   27 April 2016
Format:   Hardback
Availability:   In Print   Availability explained
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The Validation of Risk Models: A Handbook for Practitioners


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Overview

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.

Full Product Details

Author:   S. Scandizzo
Publisher:   Palgrave Macmillan
Imprint:   Palgrave Macmillan
Edition:   1st ed. 2016
Dimensions:   Width: 15.50cm , Height: 2.30cm , Length: 23.50cm
Weight:   0.547kg
ISBN:  

9781137436955


ISBN 10:   1137436956
Pages:   242
Publication Date:   27 April 2016
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

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Sergio Scandizzo is the Head of Model Validation at the European Investment Bank (EIB) in Luxembourg. He is the author of Risk and Governance: A Framework for Banking Organisations; The Operational Risk Manager's Guide, now in its second edition, and of Validation and Use Test in AMA. He is Associate Editor of The Journal of Operational Risk and has published several journal papers on fuzzy logic, genetic algorithms and risk management.

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