Model Risk

Model Risk Identification, Measurement and Management

Paperback (07 Feb 2014)

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Includes delivery to the United States

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Publisher's Synopsis

Model Risk stands out as a guide in uncertain times. This important book stands out as it enables financial institutions and their regulators to account for model risk. The result will be more accurate and pragmatic approaches to risk measurement and a more realistic view on the benefits as well as shortcomings of financial risk models.

Book information

ISBN: 9781906348250
Publisher: Risk Books
Imprint: Risk Books
Pub date:
DEWEY: 332.645015118
DEWEY edition: 23
Number of pages: xxxvi, 500
Weight: 1024g
Height: 234mm
Width: 158mm
Spine width: 36mm