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The Basel II Risk Parameters: Estimation, Validation, Stress Testing - With Applications to Loan Risk Management

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The Basel II Risk Parameters: Estimation, Validation, Stress Testing - With Applications to Loan Risk Management - Engelmann, Bernd (Editor), and Rauhmeier, Robert (Editor)
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The estimation and validation of the Basel II risk parameters PD (default probability), LGD (loss given default), and EAD (exposure at default) all play important roles on banking practice. This volume presents up-to-date designing and validating rating systems and default probability estimations.

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The Basel II Risk Parameters: Estimation, Validation, Stress Testing - With Applications to Loan Risk Management 2014, Springer, Berlin, Heidelberg

ISBN-13: 9783642442353

2nd 2011 edition

Trade paperback

The Basel II Risk Parameters: Estimation, Validation, Stress Testing - With Applications to Loan Risk Management 2011, Springer, Berlin, Heidelberg

ISBN-13: 9783642161131

2nd edition

Hardcover