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The Basel II Risk Parameters. Estimation, Validation, Stress Testing - with Applications to Loan Risk Management.
. Ed(S): Engelmann, Bernd; Rauhmeier, Robert
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Description for The Basel II Risk Parameters. Estimation, Validation, Stress Testing - with Applications to Loan Risk Management.
Paperback. The estimation and validation of the Basel II risk parameters PD (default probability), LGD (loss given default), and EAD (exposure at default) all play important roles on banking practice. This volume presents up-to-date designing and validating rating systems and default probability estimations. Editor(s): Engelmann, Bernd; Rauhmeier, Robert. Num Pages: 440 pages, biography. BIC Classification: KCH; KFF; KJM. Category: (G) General (US: Trade). Dimension: 235 x 155 x 23. Weight in Grams: 670.
Product Details
Format
Paperback
Publication date
2014
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
440
Condition
New
ISBN
9783642442353
SKU
V9783642442353
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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