The Validation of Risk Models: A Handbook for Practitioners

This book is a one-stop-shop reference for risk management practitioners involved in the validation of risk models. It is a comprehensive manual about the tools, techniques and processes to be followed, focused on all the models that are relevant in the capital requirements and supervisory review of large international banks.

Author: S. Scandizzo
Publisher: Palgrave MacMillan
Published: 04/27/2016
Pages: 242
Binding Type: Hardcover
Weight: 1.20lbs
Size: 9.30h x 6.10w x 0.90d
ISBN: 9781137436955

About the Author
Sergio Scandizzo is the Head of Model Validation at the European Investment Bank (EIB) in Luxembourg. He is the author of Risk and Governance: A Framework for Banking Organisations; The Operational Risk Manager's Guide, now in its second edition, and of Validation and Use Test in AMA. He is Associate Editor of The Journal of Operational Risk and has published several journal papers on fuzzy logic, genetic algorithms and risk management.