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The Basel II Risk Parameters: Estimation, Validation, Stress Testing - with Applications to Loan Risk Management Bernd Engelmann Second Edition 2011 edition
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The Basel II Risk Parameters: Estimation, Validation, Stress Testing - with Applications to Loan Risk Management
Bernd Engelmann
The estimation and the validation of the Basel II risk parameters PD (default probability), LGD (loss given fault), and EAD (exposure at default) is an important problem in banking practice.
426 pages, biography
| Mediji | Grāmatas Paperback Book (Grāmata ar mīksto vāku un līmēto muguru) |
| Izlaists | 2014. gada 11. oktobris |
| ISBN13 | 9783642442353 |
| Izdevēji | Springer-Verlag Berlin and Heidelberg Gm |
| Lapas | 426 |
| Izmēri | 235 × 155 × 27 mm · 670 g |
| Valoda | Franču |
| Redaktors | Engelmann, Bernd |
| Redaktors | Rauhmeier, Robert |
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