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portada Internal Modelling and cad ii: Qualifying and Quantifying Risk Within a Financial Institution
Type
Physical Book
Publisher
Year
1999
Language
English
Pages
120
Format
Paperback
ISBN13
9781899332298

Internal Modelling and cad ii: Qualifying and Quantifying Risk Within a Financial Institution

In Association With The British Bankers' Association (Author) · Risk Books · Paperback

Internal Modelling and cad ii: Qualifying and Quantifying Risk Within a Financial Institution - In Association With The British Bankers' Association

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Synopsis "Internal Modelling and cad ii: Qualifying and Quantifying Risk Within a Financial Institution"

*Authoritative and instructive Risk Executive Report on internal modelling and CAD II *Comprehensive overview of VAR methodologies and Extreme Value Theory *Analysis of CAD II guidelines for back testing the models

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