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

Edited by David Lynch , Iftekhar Hasan , Akhtar Siddique

ISBN 10: 1108497357 / ISBN 13: 9781108497350

Editore: Cambridge University Press, 2023

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400 pages. 9.00x6.00x1.06 inches. In Stock.

Codice articolo x-1108497357

Dati bibliografici

• Titolo: Validation of Risk Management Models for Financial Institutions: Theory and Practice
• Editore: Cambridge University Press
• Data di pubblicazione: 2023
• Lingua: Inglese
• ISBN 10: 1108497357
• ISBN 13: 9781108497350
• Rilegatura: Hardcover
• Condizione: Brand New
• Peso: 0,9 chilogrammi

Descrizione articolo

Riassunto

A comprehensive book on validation with coverage of all the risk management models.

Informazioni sugli autori

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.