Internal Models and Regulatory Models: Risk Measurement and Capital Allocation

Author: Zhao Xianxin
Publisher:
Publish Date: 2004-06-01
Features: This book comprehensively reflects the latest developments in the field of risk measurement, both in theoretical research and in banking management practices. It is rich in content and can serve as a professional toolbook for banking risk management. The advanced risk management concepts and techniques introduced and analyzed in the book are extremely important and essential for bank risk management personnel and regulatory authorities to master. Especially in the context of the reform of state-owned banks today, this book is particularly suitable for professionals engaged in banking management and risk research, as well as readers from regulatory authorities, for study and reference.