Validation Risk Models

CourseLearn Value-at-Risk, Expected Shortfall, and Stress Testing in English for FRM Part I Exam Success subtitle

Financial risk has become a focus of financial and nonfinancial firms, individuals, and policy makers. But the study of risk remains a relatively new discipline in finance and continues to be refined. The financial market crisis that began in 2007 has highlighted the challenges of managing financial risk.

by Naeem Siddiqi (Author)
A better development and implementation framework for credit risk scorecards

This book provides a unique, focused introduction to the analytical skills, methods and techniques in the assessment of credit risk that are necessary to tackle and analyze complex credit problems. It employs models and techniques from operations research and management science to investigate more closely risk models for applications within the banking industry and in financial markets. Furthermore, the book presents the advances and trends in model development and validation for credit scoring/rating, the recent regulatory requirements and the current best practices. Using examples and fully worked case applications, the book is a valuable resource for advanced courses in financial risk management, but also helpful to researchers and professionals working in financial and business analytics, financial modeling, credit risk analysis, and decision science.

From Fundamentals to Advanced Practices, Market Risk Analytics, Governance, Tools, Models, and Applications in MRM.

Master the GARP Risk and AI Certification: Understand AI risks, governance, and applications in finance

A complete data science case study: preprocessing, modeling, model validation and maintenance in Python

A complete data science case study: preprocessing, modeling, model validation and maintenance in Python