The Analytics of Risk Model Validation
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The Analytics of Risk Model Validation ◽

10.1016/b978-0-7506-8158-2.50017-2 ◽

2008 ◽

pp. iv

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About the editors

The Analytics of Risk Model Validation ◽

10.1016/b978-075068158-2.50001-9 ◽

2008 ◽

pp. vii ◽

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A moments-based procedure for evaluating risk forecasting models

The Analytics of Risk Model Validation ◽

10.1016/b978-075068158-2.50007-x ◽

2008 ◽

pp. 45-58

Author(s):

Kevin Dowd

Keyword(s):

Forecasting Models ◽

Risk Forecasting

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The validity of credit risk model validation methods**The views expressed in this paper are those of the authors and should in no part be attributed to the Bank of Greece.

The Analytics of Risk Model Validation ◽

10.1016/b978-075068158-2.50006-8 ◽

2008 ◽

pp. 27-43

Author(s):

George Christodoulakis ◽

Stephen Satchel

Keyword(s):

Credit Risk ◽

Model Validation ◽

Validation Methods ◽

Credit Risk Model ◽

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Measuring concentration risk in credit portfolios

The Analytics of Risk Model Validation ◽

10.1016/b978-075068158-2.50008-1 ◽

2008 ◽

pp. 59-78

Author(s):

Klaus Duettmann

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About the contributors

The Analytics of Risk Model Validation ◽

10.1016/b978-075068158-2.50002-0 ◽

2008 ◽

pp. ix-xi

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The validation of equity portfolio risk models

The Analytics of Risk Model Validation ◽

10.1016/b978-075068158-2.50012-3 ◽

2008 ◽

pp. 135-148

Author(s):

Stephen Satchel

Keyword(s):

Portfolio Risk ◽

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Dynamic risk analysis and risk model evaluation

The Analytics of Risk Model Validation ◽

10.1016/b978-075068158-2.50013-5 ◽

2008 ◽

pp. 149-168

Author(s):

Günter Schwarz ◽

Christoph Kessler

Keyword(s):

Risk Analysis ◽

Model Evaluation ◽

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Front matter

The Analytics of Risk Model Validation ◽

10.1016/b978-0-7506-8158-2.50016-0 ◽

2008 ◽

pp. i-iii

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Analytic models of the ROC Curve

The Analytics of Risk Model Validation ◽

10.1016/b978-075068158-2.50011-1 ◽

2008 ◽

pp. 113-133 ◽

Author(s):

Stephen Satchel ◽

Wei Xia

Keyword(s):

Roc Curve ◽

Analytic Models

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