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Validation of Risk Management Models for Financial Institutions

Lynch, David / Hasan, Iftekhar / Siddique, Akhtar

Validation of Risk Management Models for Financial Institutions

This book is about the purpose of model validation which is to identify and communicate strengths and weaknesses of a given quantitative approach, and to determine whether the model is appropriate for its intended and actual use"--

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ISBN 9781108497350
Sprache eng
Cover Fester Einband
Verlag Cambridge Academic
Jahr 20230309

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