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Basel II Risk Parameters
e-bok,
2006,
Engelsk,
ISBN 9783540330875
In the last decade the banking industry has experienced a significant development in the understanding of credit risk. Refined methods were proposed concerning the estimation of …
Services Science
e-bok,
2007,
Engelsk,
ISBN 9783540744894
In response to the economic impact of the service sector, services science must be established as an academic discipline. This book includes detailed articles and short statements …
e-bok
Tittelen har utgått fra sortimentet
Basel II Risk Parameters
e-bok,
2011,
Engelsk,
ISBN 9783642161148
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 …