TY  - ADVS
AU  - Tasche,Dirk
TI  - Validation techniques I: regulatory and statistical background 
T2  - Quantitative financial risk management : fundamentals, models and techniques
PY  - 2007///
CY  - London
PB  - Henry Stewart Talks
KW  - Financial risk management
N1  - Animated audio-visual presentations with synchronized narration; Title from title frames; 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); Access restricted to subscribers
UR  - http://hstalks.com/lib.php?t=HST48.1223&c=250
UR  - http://hstalks.com/lib.php?t=HST48&c=250
ER  -