Spar
The Basel II Risk Parameters
innbundet, 2011
Engelsk
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.
- Undertittel
- Estimation, Validation, Stress Testing - with Applications to Loan Risk Management
- Redaktør
- Bernd Engelmann, Robert Rauhmeier
- Opplag
- Second Edition 2011
- ISBN
- 9783642161131
- Språk
- Engelsk
- Vekt
- 446 gram
- Utgivelsesdato
- 18.4.2011
- Antall sider
- 426
