Risk model validation
Subtitle: a practical guide to addressing the key questions
By: Christian Meyer and Peter Quell
Contributors: Quell, Peter
Publisher: Risk Books
Published: 2011
Place of publication: London
Language: eng
Number of pages: 141
ISBN-13: 9781906348519
Subjects: Risk management; Mathematical models
Notes: Includes bibliographical references (p. 125-135) and index.
Table of contents: title: Basics of quantitative risk models; title: How can a risk model fail?; title: Validation issues; title: The Basel accords and risk model validation; title: Tools for validation of model results; title: Other validation tools; title: Conclusion: risk model frameworks.