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Model
Risk
Identification,
Measurement
and Management
EditEd By daniEl Rösch
and haRald schEulE
Model Risk
Model Risk
Identification, Measurement and Management
Edited by Harald Scheule and Daniel Rösch
Published by Risk Books, a Division of Incisive Financial Publishing Ltd
Haymarket House
28–29 Haymarket
London SW1Y 4RX
Tel: + 44 (0)20 7484 9700
Fax: + 44 (0)20 7484 9797
E-mail: books@incisivemedia.com
Sites: www.riskbooks.com
www.incisivemedia.com
© 2010 Incisive Media
ISBN 978-1-906348-25-0
British Library Cataloguing in Publication Data
A catalogue record for this book is available from the British Library
Publisher: Nick Carver
Commissioning Editor: Lucie Carter
Managing Editor: Jennifer Gibb
Designer: Lisa Ling
Copy-edited and typeset by T&T Productions Ltd, London
Printed and bound in the UK by PrintonDemand-Worldwide
Conditions of sale
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by photocopying or storing in any medium by electronic means whether or not transiently
or incidentally to some other use for this publication without the prior written consent of
the copyright owner except in accordance with the provisions of the Copyright, Designs and
Patents Act 1988 or under the terms of a licence issued by the Copyright Licensing Agency
Limited of 90, Tottenham Court Road, London W1P 0LP.
Warning: the doing of any unauthorised act in relation to this work may result in both civil
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Every effort has been made to ensure the accuracy of the text at the time of publication, this
includes efforts to contact each author to ensure the accuracy of their details at publication
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While best efforts have been intended for the preparation of this book, neither the publisher,
the editor nor any of the potentially implicitly affiliated organisations accept responsibility
for any errors, mistakes and or omissions it may provide or for any losses howsoever arising
from or in reliance upon its information, meanings and interpretations by any parties.

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