White Paper

Risk Model Validation

Company: Risk Books

Risk Books case study

Category: Market Risk

Published: 30 March 2011




Worldwide, senior executives and managers in financial and non-financial firms are expected to make crucial business decisions based on the results of complex risk models. Yet interpreting the findings, understanding the limitations of the models and recognising the assumptions that underpin them present considerable challenges for all but those with a background in specialised quantitative financial modelling. Using an extract from Risk Model Validation, this white paper offers an introduction to these issues.

Categories related to Market Risk