£175.00

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

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£175.00 £20.54 £54.24 £87.94 £121.64 £155.34 £189.04 10 June 2024 09 November 2024 11 April 2025 11 September 2025 11 February 2026

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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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