Tasche, Dirk,
Validation techniques I regulatory and statistical background / [electronic resource] : Dirk Tasche. - London : Henry Stewart Talks, 2007. - 1 online resource (1 streaming video file (42 min.) : color, sound). - Quantitative financial risk management : fundamentals, models and techniques, 2056-4570 . - Henry Stewart talks. Business & management collection. Quantitative financial risk management. .
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.
Mode of access: World Wide Web.
1223 Henry Stewart Talks
Financial risk management.
Validation techniques I regulatory and statistical background / [electronic resource] : Dirk Tasche. - London : Henry Stewart Talks, 2007. - 1 online resource (1 streaming video file (42 min.) : color, sound). - Quantitative financial risk management : fundamentals, models and techniques, 2056-4570 . - Henry Stewart talks. Business & management collection. Quantitative financial risk management. .
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.
Mode of access: World Wide Web.
1223 Henry Stewart Talks
Financial risk management.