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The Basel II Risk Parameters
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The Basel II Risk Parameters

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
Painos
Second Edition 2011
ISBN
9783642442353
Kieli
englanti
Paino
310 grammaa
Julkaisupäivä
11.10.2014
Sivumäärä
426