Validation of Risk Management Models for Financial Institutions: Theory and Practice

Financial models are an inescapable feature of modern financial markets. Yet it was over reliance on these models and the failure to test them properly that is now widely recognized as one of the main causes of the financial crisis of 2007–2011. Since this crisis, there has been an increase in the a...

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Bibliographische Detailangaben

Hauptverfasser:	Lynch, David, Hasan, Iftekhar, Siddique, Akhtar
Format:	Buch
Sprache:	eng
Schlagworte:	Finance Financial institutions Quantitative research Quantitative research-Evaluation Risk management
Online-Zugang:	Volltext
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