The Validation of Risk Models - A Handbook for Practitioners
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The Validation of Risk Models - A Handbook for Practitioners
EN NW EB DLISBN: 9781137436962 bzw. 1137436964, in Englisch, Palgrave Macmillan, neu, E-Book, elektronischer Download.
Lieferung aus: Deutschland, E-Book zum Download.
The practice of quantitative risk management has reached unprecedented levels of refinement. The pricing, the assessment of risk as well as the computation of the capital requirements for highly complex transactions are performed through equally complex mathematical models, running on advanced computer systems, developed and operated by dedicated, highly qualified specialists. With this sophistication, however, come risks that are unpredictable, globally challenging and difficult to manage. Model risk is a prime example and precisely the kind of risk that those tasked with managing financial institutions as well as those overseeing the soundness and stability of the financial system should worry about. This book starts with setting the problem of the validation of risk models within the context of banking governance and proposes a comprehensive methodological framework for the assessment of models against compliance, qualitative and quantitative benchmarks. It provides a comprehensive guide to the tools and techniques required for the qualitative and quantitative validation of the key categories of risk models, and introduces a practical methodology for the measurement of the resulting model risk and its translation into prudent adjustments to capital requirements and other estimates. Sergio Scandizzo is 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 Managers 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 was recognized as one of the Top 50 Face of Operational Risk by OpRisk & Compliance Magazine . He has published several journal papers on fuzzy logic, genetic algorithms and risk management. Before joining the EIB he was a principal in the London office of PricewaterhouseCoopers and, prior to that, a senior manager in the Operational Risk Group at the Canadian Imperial Bank of Commerce in Toronto. He studied in Italy and the United States and holds master degrees in computer science and finance. His website is www.sergioscandizzo.com.
The practice of quantitative risk management has reached unprecedented levels of refinement. The pricing, the assessment of risk as well as the computation of the capital requirements for highly complex transactions are performed through equally complex mathematical models, running on advanced computer systems, developed and operated by dedicated, highly qualified specialists. With this sophistication, however, come risks that are unpredictable, globally challenging and difficult to manage. Model risk is a prime example and precisely the kind of risk that those tasked with managing financial institutions as well as those overseeing the soundness and stability of the financial system should worry about. This book starts with setting the problem of the validation of risk models within the context of banking governance and proposes a comprehensive methodological framework for the assessment of models against compliance, qualitative and quantitative benchmarks. It provides a comprehensive guide to the tools and techniques required for the qualitative and quantitative validation of the key categories of risk models, and introduces a practical methodology for the measurement of the resulting model risk and its translation into prudent adjustments to capital requirements and other estimates. Sergio Scandizzo is 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 Managers 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 was recognized as one of the Top 50 Face of Operational Risk by OpRisk & Compliance Magazine . He has published several journal papers on fuzzy logic, genetic algorithms and risk management. Before joining the EIB he was a principal in the London office of PricewaterhouseCoopers and, prior to that, a senior manager in the Operational Risk Group at the Canadian Imperial Bank of Commerce in Toronto. He studied in Italy and the United States and holds master degrees in computer science and finance. His website is www.sergioscandizzo.com.
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Picturing Reform in Victorian Britain (2012)
EN HC NWISBN: 9780521868365 bzw. 052186836X, in Englisch, Cambridge University Press, gebundenes Buch, neu.
Lieferung aus: Australien, Versandkosten nach: USA.
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Picturing Reform in Victorian Britain (Cambridge Studies in Nineteenth-Century Literature and Culture) (2012)
EN HC NWISBN: 9780521868365 bzw. 052186836X, in Englisch, 290 Seiten, Cambridge University Press, gebundenes Buch, neu.
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Picturing Reform in Victorian Britain
EN HC NWISBN: 9780521868365 bzw. 052186836X, in Englisch, Cambridge University Press, gebundenes Buch, neu.
Lieferung aus: Vereinigtes Königreich Großbritannien und Nordirland, zzgl. Versandkosten, Verandgebiet: EUR.
Von Händler/Antiquariat, Paperbackshop International, GLOS, Fairford, [RE:4].
Hardcover.
Von Händler/Antiquariat, Paperbackshop International, GLOS, Fairford, [RE:4].
Hardcover.
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Picturing Reform in Victorian Britain (2012)
EN HC NWISBN: 9780521868365 bzw. 052186836X, in Englisch, Cambridge University Press, gebundenes Buch, neu.
Lieferung aus: Vereinigtes Königreich Großbritannien und Nordirland, zzgl. Versandkosten, Verandgebiet: EUR.
Von Händler/Antiquariat, Herb Tandree Philosophy Books, Stroud, Glos, [RE:4].
Hardback.
Von Händler/Antiquariat, Herb Tandree Philosophy Books, Stroud, Glos, [RE:4].
Hardback.
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Picturing Reform in Victorian Britain
EN HC NWISBN: 9780521868365 bzw. 052186836X, in Englisch, Cambridge University Press, gebundenes Buch, neu.
Von Händler/Antiquariat, THE SAINT BOOKSTORE [51194787], Southport, United Kingdom.
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The Validation of Risk Models
EN NW EBISBN: 9781137436962 bzw. 1137436964, in Englisch, Springer Nature, neu, E-Book.
Lieferung aus: Deutschland, In Stock, plus shipping.
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