Central Bank of Nigeria Library

Risk model validation :

Meyer, Christian

Risk model validation : a practical guide to addressing the key questions / by Christian Meyer and Peter Quell. - London : Risk Books, 2011 - xv, 141 pages : illustrations ; 30 cm. - Risk executive reports .

Includes bibliographical references and index.

The report aims to explain: What risk model validation is; What risk models exist; How a risk model can fail; Which aspects of reality are included, and which aspects are excluded from a risk model; and How business decisions can be based on a risk models' output.

9781906348519 (pbk)

GBB5D2200 bnb


Risk management.
Risk management -- Mathematical models.

HD61 / .M48 2011

658.15'5015118