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 - https://hstalks.com/bm/16/ UR - https://hstalks.com/bm/p/5/ ER -