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The Basel II Risk Parameters: Estimation, Validation, Stress Testing - with Applications to Loan Risk Management Bernd Engelmann Second Edition 2011 edition
The Basel II Risk Parameters: Estimation, Validation, Stress Testing - with Applications to Loan Risk Management
Bernd Engelmann
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
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 18 de abril de 2011 |
| ISBN13 | 9783642161131 |
| Editores | Springer-Verlag Berlin and Heidelberg Gm |
| Páginas | 426 |
| Dimensiones | 155 × 235 × 29 mm · 771 g |
| Lengua | Alemán |
| Editor | Engelmann, Bernd |
| Editor | Rauhmeier, Robert |