All listings for this product
About this product
- DescriptionThis 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.
- Author BiographySergio Scandizzo is the 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 Manager's 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 has published several journal papers on fuzzy logic, genetic algorithms and risk management.
- Author(s)Sergio Scandizzo
- PublisherPalgrave Macmillan
- Date of Publication06/04/2016
- GenreFinance & Accounting
- Series TitleApplied Quantitative Finance
- Place of PublicationBasingstoke
- Country of PublicationUnited Kingdom
- ImprintPalgrave Macmillan
- Content NoteVIII, 242 p.
- Width155 mm
- Height235 mm
- Edition Statement1st ed. 2016
Best-selling in Business, Economics & Industry
Save on Business, Economics & Industry
- £8.95Trending at £11.98
- £13.51Trending at £14.41
- £34.43Trending at £40.20
- £37.16Trending at £40.49
- £10.55Trending at £11.21
- £10.22Trending at £10.75
- £8.22Trending at £9.99
This item doesn't belong on this page.
Thanks, we'll look into this.