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The Basel II Risk Parameters
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The Basel II Risk Parameters

inbunden, 2011
Engelska
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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
9783642161131
Språk
Engelska
Vikt
446 gram
Utgivningsdatum
2011-04-18
Sidor
426