Name: Validation of Risk Management Models for Financial Institutions: Theory and Practice (en Inglés)
Price: 666854.00 COP
Availability: InStock
Author: Lynch, David ; Hasan, Iftekhar ; Siddique, Akhtar
ISBN: 9781108497350

portada Validation of Risk Management Models for Financial Institutions: Theory and Practice (en Inglés)

Formato

Libro Físico

Ilustrado por

David Lynch

Iftekhar Hasan

Akhtar Siddique

Editorial

Cambridge University Press

Autor

Lynch, David ; Hasan, Iftekhar ; Siddique, Akhtar

Idioma

Inglés

N° páginas

400

Encuadernación

Tapa Dura

Dimensiones

22.9 x 15.2 x 2.7 cm

Peso

0.82 kg.

ISBN13

9781108497350

Categorías

Finanzas

Validation of Risk Management Models for Financial Institutions: Theory and Practice (en Inglés)

David Lynch (Ilustrado por) · Iftekhar Hasan (Ilustrado por) · Akhtar Siddique (Ilustrado por) · Cambridge University Press · Tapa Dura

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Reseña del libro "Validation of Risk Management Models for Financial Institutions: Theory and Practice (en Inglés)"

Financial models are an inescapable feature of modern financial markets. Yet it was over reliance on these models and the failure to test them properly that is now widely recognized as one of the main causes of the financial crisis of 2007-2011. Since this crisis, there has been an increase in the amount of scrutiny and testing applied to such models, and validation has become an essential part of model risk management at financial institutions. The book covers all of the major risk areas that a financial institution is exposed to and uses models for, including market risk, interest rate risk, retail credit risk, wholesale credit risk, compliance risk, and investment management. The book discusses current practices and pitfalls that model risk users need to be aware of and identifies areas where validation can be advanced in the future. This provides the first unified framework for validating risk management models.