Image for Internal Modelling and Cad II

Internal Modelling and Cad II : Qualifying and Quantifying Risk within a Financial Institution

See all formats and editions

Provides an authoritative executive report on internal modelling and CAD II, with an overview of VAR methodologies and extreme value theory.

An analysis is presented for CAD II guidelines for back testing.

Read More
Available
£183.74 Save 25.00%
RRP £244.99
Add Line Customisation
1 in stock Need More ?
Add to List
Product Details
Risk Books
1899332294 / 9781899332298
Hardback
658.155
01/05/1999
United Kingdom
120 pages, tabs.ch.
Professional & Vocational Learn More