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Validation of Risk Management Models for Financial Institutions
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1967394Validation of Risk Management Models for Financial Institutionshttps://www.gandhi.com.mx/validation-of-risk-management-models-for-financial-institutions/phttps://gandhi.vtexassets.com/arquivos/ids/1178890/cf4af475-f74f-48c7-8237-098fb95e4a99.jpg?v=63833754777127000027583364MXNCambridge University PressInStock/Ebooks/<p>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.</p>...1931945Validation of Risk Management Models for Financial Institutions27583364https://www.gandhi.com.mx/validation-of-risk-management-models-for-financial-institutions/phttps://gandhi.vtexassets.com/arquivos/ids/1178890/cf4af475-f74f-48c7-8237-098fb95e4a99.jpg?v=638337547771270000InStockMXN99999DIEbook20239781108756488_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_<p>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.</p>...9781108756488_Cambridge University Presslibro_electonico_f7d5eff6-7390-35ec-ad07-14ed7b7053c8_9781108756488;9781108756488_9781108756488InglésMéxicohttps://getbook.kobo.com/koboid-prod-public/cambridgeupress-epub-ee2ba27a-b27e-4f4f-a093-23098e2d4adf.epub2023-03-09T00:00:00+00:00Cambridge University Press