Tallenna
The Basel II Risk Parameters
sidottu, 2011
englanti
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.
- Alaotsikko
- Estimation, Validation, Stress Testing - with Applications to Loan Risk Management
- Toimittaja
- Bernd Engelmann, Robert Rauhmeier
- Painos
- Second Edition 2011
- ISBN
- 9783642161131
- Kieli
- englanti
- Paino
- 446 grammaa
- Julkaisupäivä
- 18.4.2011
- Sivumäärä
- 426
