Christodoulakis, George
Libros de: Christodoulakis, George
Mostrando 1 libros encontrados. (1 páginas).
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The Analytics Of Risk Model Validation
Christodoulakis, George Satchell, Stephen
Elsevier Science Publishers (2007)
- EAN: 9780750681582
- Páginas: 256
- Fecha de edición: 2007
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Risk model validation is an emerging and important area of research, and has arisen because of Basel I and II. These regulatory initiatives require trading institutions and lending institutions to compute their reserve capital in ...

