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Viac informácií o knihe Basel II Risk Parameters

• Parametre knihy
• Anotácia kniha
• Obľúbené z iného súdka

Nákupom získate 288 bodov

Anotácia knihy

The estimation and validation of the Basel II risk parameters PD (default probability), LGD (loss given default), and EAD (exposure at default) is an important problem in banking practice. These parameters are used on the one hand as inputs to credit portfolio models, on the other to compute regulatory capital according to the new Basel rules. The book covers the state-of-the-art in designing and validating rating systems and default probability estimations. Furthermore, it presents techniques to estimate LGD and EAD. A chapter on stress testing of the Basel II risk parameters concludes the monograph.

Parametre knihy

Zaradenie knihy Knihy po anglicky Economics, finance, business & management Economics Econometrics

• Celý názov: Basel II Risk Parameters
• Podnázov: Estimation, Validation, Stress Testing - with Applications to Loan Risk Management
• Autor: Bernd Engelmann, Robert Rauhmeier
• Jazyk: Angličtina
• Väzba: Pevná
• Počet strán: 426
• EAN: 9783642161131
• ISBN: 3642161138
• ID: 01656741
• Nakladateľ: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
• Hmotnosť: 750 g
• Rozmery: 241 × 158 × 29 mm
• Dátum vydania: 18. April 2011

Obľúbené z iného súdka

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