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The Validation of Risk Models A Handbook for Practitioners
Publisher Name | Palgrave MacMillan |
---|---|
Author Name | Hagendorf, Col |
Format | Audio |
Bisac Subject Major | BUS |
Language | NG |
Isbn 10 | 1137436956 |
Isbn 13 | 9781137436955 |
Target Age Group | min:NA, max:NA |
Series | 000453226 |
Dimensions | 00.93" H x 00.06" L x 10.00" W |
Page Count | 242 |
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.