Validation techniques I [electronic resource] : regulatory and statistical background / Dirk Tasche.

By:

Tasche, Dirk [spk]

Material type: Film

FilmPublisher number: 1223 | Henry Stewart TalksSeries: Henry Stewart talks. Marketing & management collection. Quantitative financial risk managementPublication details: London : Henry Stewart Talks, 2007.Description: 1 online resource (1 streaming video file (42 min.) : color, sound)Subject(s):

Financial risk management

Online resources:

Contents:

Contents: Historical background -- New capital standards (Basel II) -- Requirements on quantitative validation -- The binary classification model for rating systems -- Bayes' formula -- Modelling cyclical effects -- Conditional probabilities of default (PD).

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Holdings
Item type	Current library	Home library	Call number	Status	Date due	Barcode
Books	Chinhoyi University of Technology Libraries	Chinhoyi University of Technology Libraries		Available

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