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The Basel II Risk Parameters
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The Basel II Risk Parameters

Engelska

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.

Undertitel
Estimation, Validation, Stress Testing - with Applications to Loan Risk Management
Upplaga
Second Edition 2011
ISBN
9783642442353
Språk
Engelska
Vikt
310 gram
Utgivningsdatum
2014-10-11
Sidor
426