Internal Modelling and Cad II: Qualifying and Quantifying Risk within a Financial Institution - Softcover

In Association With The British Bankers' Association

 
9781899332298: Internal Modelling and Cad II: Qualifying and Quantifying Risk within a Financial Institution
Softcover
ISBN 10: 1899332294 ISBN 13: 9781899332298
Publisher: Risk Books, 1999

Synopsis

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.

"synopsis" may belong to another edition of this title.

Publisher
Risk Books
Publication date
1999
Language
English
ISBN 10 
1899332294
ISBN 13 
9781899332298
Binding
Paperback
Number of pages
120