£175.00

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

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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. 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.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
01 May 1999
Listed Since
26 January 2007

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