Read the introduction for free | Risk Model Validation, Second Edition - Risk Books

 

 

Risk models: your guide to governance, benchmarking and validation

 

Authors Peter Quell and Christian Meyer are experts in portfolio analytics and quantitative analytics respectively, specialising in both market and credit risk. With PhDs in mathematics and as members of the editorial board for the Journal of Risk Model Validation, they are perfectly positioned to guide you on this subject.

With this book you will be able to benchmark, use risk model validation tools identified by these authors and provide accurate and essential figures and frameworks for your organisation. Covering the failures as well as the successes of risk models and putting them in the context of real world examples, you will be able to assess the potential limits of risk models in your organisation.

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