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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
| Mídia | Livros Paperback Book (Livro de capa flexível e brochura) |
| Lançado | 11 de outubro de 2014 |
| ISBN13 | 9783642442353 |
| Editoras | Springer-Verlag Berlin and Heidelberg Gm |
| Páginas | 426 |
| Dimensões | 235 × 155 × 27 mm · 670 g |
| Idioma | Francês |
| Editor | Engelmann, Bernd |
| Editor | Rauhmeier, Robert |
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