Internal Modeling And Cad II Qualifying and Quantifying Risk within a Financial Institution
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Book Details
PublisherRisk Books
ISBN / ASIN1899332294
ISBN-139781899332298
AvailabilityUsually ships in 24 hours
Sales Rank12,153,066
CategoryFinancial institutions
MarketplaceUnited States 🇺🇸
Description ▲
Provides an authoritative executive report on internal modelling and CAD II, with an overview of VAR methodologies and extreme value theory. An analysis is presented for CAD II guidelines for back testing.
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