Basel II Risikoparameter: Schätzung, Validierung, Stresstest - mit Anwendung...
151,81 €
Basel II Risk Parameters : Estimation, Validation, Stress Testing - With Applications to Loan Risk Management, Hardcover by Engelmann, Bernd (EDT); Rauhmeier, Robert (EDT), ISBN 3642161138, ISBN-13 9783642161131, Like New Used, Free shipping in the US 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.
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