Model risk : identification, measurement and management /

Model risk : identification, measurement and management /

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Bibliographic Details
Imprint:	London : Risk Books, c2010.
Description:	xxxvi, 500 p. : ill. ; 24 cm.
Language:	English
Subject:	Credit -- Management -- Mathematical models. Financial risk management -- Mathematical models. Risk management -- Mathematical models. Credit -- Management -- Mathematical models. Risk management -- Mathematical models.
Format:	Print Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/8624906

Hidden Bibliographic Details
Other authors / contributors:	Scheule, Harald. Rösch, Daniel.
ISBN:	1906348251 9781906348250
Notes:	Authors' names are reversed on cover. Includes bibliographical references and index.

Description
Summary:	Model Risk stands out as a guide in uncertain times. This important book stands out as it enables financial institutions and their regulators to account for model risk. The result will be more accurate and pragmatic approaches to risk measurement and a more realistic view on the benefits as well as shortcomings of financial risk models.
Item Description:	Authors' names are reversed on cover.
Physical Description:	xxxvi, 500 p. : ill. ; 24 cm.
Bibliography:	Includes bibliographical references and index.
ISBN:	1906348251 9781906348250