The Validation of Risk Models: A Handbook for Practitioners by Scandizzo, S.

The Validation of Risk Models: A Handbook for Practitioners (Hardcover) (ISBN-13: 9781137436955)

Vendor: S. Scandizzo
Product type: Books
Format: Hardcover
$139.99
$139.99
$139.99
Subtotal: $139.99
The Validation of Risk Models: A Handbook for Practitioners by Scandizzo, S.

The Validation of Risk Models: A Handbook for Practitioners

$139.99
The Validation of Risk Models: A Handbook for Practitioners by Scandizzo, S.

The Validation of Risk Models: A Handbook for Practitioners

$139.99
Format: Hardcover
Description
Description
x
This book is a one-stop-shop reference for risk management practitioners involved in the validation of risk models. It is a comprehensive manual about the tools, techniques and processes to be followed, focused on all the models that are relevant in the capital requirements and supervisory review of large international banks.

Author: S. Scandizzo
ISBN-10: 1137436956
ISBN-13: 9781137436955
Publisher: Palgrave MacMillan
Language: English
Published: 04/27/2016
Pages: 242
Format: Hardcover
Weight: 1.20lbs
Size: 9.30h x 6.10w x 0.90d
By S. Scandizzo
By S. Scandizzo
x
Sergio Scandizzo is the Head of Model Validation at the European Investment Bank (EIB) in Luxembourg. He is the author of Risk and Governance: A Framework for Banking Organisations; The Operational Risk Manager's Guide, now in its second edition, and of Validation and Use Test in AMA. He is Associate Editor of The Journal of Operational Risk and has published several journal papers on fuzzy logic, genetic algorithms and risk management.

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