This book is a one-stop-shop reference for risk management practitioners involved in the validation of risk models. It is a comprehensive manual about the tools

Risk model validation is an emerging and important area of research, and has arisen because of Basel I and II. These regulatory initiatives require trading inst

IFRS 9 and CECL Credit Risk Modelling and Validation covers a hot topic in risk management. Both IFRS 9 and CECL accounting standards require Banks to adopt a n

This book explains how a proper credit risk management framework enables banks to identify, assess and manage the risk proactively.