Internal Modeling And Cad II Qualifying and Quantifying Risk within a Financial Institution
Book Details
Publisher
Risk Books
ISBN / ASIN
1899332294
ISBN-13
9781899332298
Availability
Usually ships in 24 hours
Sales Rank
#12,153,066
Category
Financial institutions
Marketplace
United States 🇺🇸
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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.
