The Basel II Risk Parameters: Estimation, Validation, Stress Testing - with Applications to Loan Risk Management - Bernd Engelmann - Books - Springer-Verlag Berlin and Heidelberg Gm - 9783642161131 - April 18, 2011
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The Basel II Risk Parameters: Estimation, Validation, Stress Testing - with Applications to Loan Risk Management Second Edition 2011 edition

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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.


440 pages, 58 black & white illustrations, 20 colour illustrations

Media Books     Hardcover Book   (Book with hard spine and cover)
Released April 18, 2011
ISBN13 9783642161131
Publishers Springer-Verlag Berlin and Heidelberg Gm
Pages 426
Dimensions 155 × 235 × 29 mm   ·   771 g
Language German  
Editor Engelmann, Bernd
Editor Rauhmeier, Robert

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