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Validation of Risk Management Models for Financial Institutions: Theory and Practice - Couverture rigide
Synopsis
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 amount of scrutiny and testing applied to such models, and validation has become an essential part of model risk management at financial institutions. The book covers all of the major risk areas that a financial institution is exposed to and uses models for, including market risk, interest rate risk, retail credit risk, wholesale credit risk, compliance risk, and investment management. The book discusses current practices and pitfalls that model risk users need to be aware of and identifies areas where validation can be advanced in the future. This provides the first unified framework for validating risk management models.
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À propos des auteurs
David Lynch is Deputy Associate Director for Policy Research and Analytics at the Board of Governors of the Federal Reserve System. He joined the board in 2005, and his areas of responsibility include Volcker metrics, swap margin and oversight of models for market risk capital and counterparty risk capital.
Iftekhar Hasan is University Professor and E. Gerald Corrigan Chair in Finance at Fordham University. He is the editor of the Journal of Financial Stability and is among the most widely cited academics in the world.
Akhtar Siddique taught finance at Georgetown University after his finance Ph.D. at Duke University. He has published extensively in leading finance journals and currently works at the Office of the Comptroller of the Currency.
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
- ÉditeurCambridge University Press
- Date d'édition2023
- ISBN 10 1108497357
- ISBN 13 9781108497350
- ReliureRelié
- Langueanglais
- Nombre de pages400
- ÉditeurLynch David, Hasan Iftekhar, Siddique Akhtar
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Validation of Risk Management Models for Financial Institutions: Theory and Practice
Edité par
Cambridge University Press, 2023
ISBN 10 : 1108497357
ISBN 13 : 9781108497350
Neuf
Couverture rigide
Vendeur : California Books, Miami, FL, Etats-Unis
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Validation of Risk Management Models for Financial Institutions: Theory and Practice
Edité par
Cambridge University Press, 2023
ISBN 10 : 1108497357
ISBN 13 : 9781108497350
Neuf
Couverture rigide
Vendeur : moluna, Greven, Allemagne
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Gebunden. Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Inhaltsverzeichnis1. Common elements in validation of risk models used in financial institutions Iftekhar Hasan, David Lynch and Akhtar Siddique 2. Validating bank holding companies value at risk models for market risk David Lynch 3. A. N° de réf. du vendeur 650820095
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Validation of Risk Management Models for Financial Institutions: Theory and Practice
Edité par
Cambridge University Press, 2023
ISBN 10 : 1108497357
ISBN 13 : 9781108497350
Neuf
Couverture rigide
Vendeur : Revaluation Books, Exeter, Royaume-Uni
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Hardcover. Etat : Brand New. 400 pages. 9.00x6.00x1.06 inches. In Stock. This item is printed on demand. N° de réf. du vendeur __1108497357
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Validation of Risk Management Models for Financial Institutions: Theory and Practice
Edité par
Cambridge University Press, 2023
ISBN 10 : 1108497357
ISBN 13 : 9781108497350
Neuf
Couverture rigide
Vendeur : THE SAINT BOOKSTORE, Southport, Royaume-Uni
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Validation of Risk Management Models for Financial Institutions : Theory and Practice
Edité par
Cambridge University Press, 2023
ISBN 10 : 1108497357
ISBN 13 : 9781108497350
Neuf
Couverture rigide
Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
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Validation of Risk Management Models for Financial Institutions : Theory and Practice
Edité par
Cambridge University Press, 2023
ISBN 10 : 1108497357
ISBN 13 : 9781108497350
Neuf
Couverture rigide
Vendeur : GreatBookPricesUK, Woodford Green, Royaume-Uni
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Validation of Risk Management Models for Financial Institutions : Theory and Practice
Edité par
Cambridge University Press, 2023
ISBN 10 : 1108497357
ISBN 13 : 9781108497350
Ancien ou d'occasion
Couverture rigide
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Validation of Risk Management Models for Financial Institutions : Theory and Practice
Edité par
Cambridge University Press, 2023
ISBN 10 : 1108497357
ISBN 13 : 9781108497350
Ancien ou d'occasion
Couverture rigide
Vendeur : GreatBookPricesUK, Woodford Green, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
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Validation of Risk Management Models for Financial Institutions (Hardcover)
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Cambridge University Press, Cambridge, 2023
ISBN 10 : 1108497357
ISBN 13 : 9781108497350
Neuf
Couverture rigide
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Hardcover. Etat : new. Hardcover. 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 20072011. Since this crisis, there has been an increase in the amount of scrutiny and testing applied to such models, and validation has become an essential part of model risk management at financial institutions. The book covers all of the major risk areas that a financial institution is exposed to and uses models for, including market risk, interest rate risk, retail credit risk, wholesale credit risk, compliance risk, and investment management. The book discusses current practices and pitfalls that model risk users need to be aware of and identifies areas where validation can be advanced in the future. This provides the first unified framework for validating risk management models. Validation is an essential part of modelling risk management at financial institutions. This book provides the first unified framework for validating risk management models. It covers all of the major risk areas, including market risk, interest rate risk, retail credit risk, wholesale credit risk, compliance risk, and investment management. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. N° de réf. du vendeur 9781108497350
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Image d'archives
Validation of Risk Management Models for Financial Institutions: Theory and Practice
Edité par
Cambridge University Press, 2023
ISBN 10 : 1108497357
ISBN 13 : 9781108497350
Neuf
Couverture rigide
Vendeur : Revaluation Books, Exeter, Royaume-Uni
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Hardcover. Etat : Brand New. 400 pages. 9.00x6.00x1.06 inches. In Stock. N° de réf. du vendeur x-1108497357
Quantité disponible : 2 disponible(s)