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
Author: In association with the British Bankers' Association, Risk Books
ISBN: 9781899332298

Author In association with the British Bankers' Association, Risk Books

Publisher Risk Books

Category Financial institutions

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Book Details

Author(s) In association with the British Bankers' Association, Risk Books

Publisher Risk Books

ISBN / ASIN 1899332294

ISBN-13 9781899332298

Category Financial institutions

Marketplace India 🇮🇳

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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.

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

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