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The Basel II risk parameters:estimation, validation, stress testing - with applications to loan risk management

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34224

005		20170210100622.0
010	1	\|a9783642161131\|b(bound)
010	1	\|a9783642161148\|b(e-book)
100		\|a20120302d2011 k y0engb50 b
101	0	\|aeng
102		\|ade
105		\|aak z 001yy
200	1	\|aThe Basel II risk parameters\|eestimation, validation, stress testing - with applications to loan risk management\|fedited by Bernd Engelmann, Robert Rauhmeier.
205		\|a2nd ed.
210		\|aHeidelberg\|cSpringer\|d2011.
215	1	\|axiv, 426 p.\|cill., tables\|d25 cm.
300		\|aIncludes bibliographical references and index.
300		\|aISBN that library collection is 9783642161131.
517	1	\|aEstimation, validation, stress testing\|ewith applications to loan risk management\|zeng
606		\|aEconometrics.\|2lc
606		\|aIndustrial management.\|2lc
606		\|aRisk\|x-Mathematical models\|2lc
606		\|aCredit ratings\|x-Mathematical models.\|2lc
680		\|aHG3701\|b.B37
702	1	\|aEngelmann\|b, Bernd\|4edit.
702	1	\|aRauhmeier\|b, Robert\|4edit.
801	0	\|atw\|b台經院\|c20120302\|gAACR2
801	0	\|atw\|b台經院\|c20120302\|gAACR2

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內容簡介top The Basel II Risk Parameters 簡介 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.
內容簡介來源:金石堂

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