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The Validation of Risk Models
A Handbook for Practitioners
S. Scandizzo
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eBook - PDF
The Validation of Risk Models
A Handbook for Practitioners
S. Scandizzo
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About This Book
This book is a one-stop-shop reference for risk management practitioners involved in the validation of risk models. It is a comprehensive manual about the tools, techniques and processes to be followed, focused on all the models that are relevant in the capital requirements and supervisory review of large international banks.
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Topic
CommerceSubtopic
Gestion des risques financiers