The Basel II Risk Parameters
Subtitle: Estimation, Validation, Stress Testing - with Applications to Loan Risk Management
By: edited by Bernd Engelmann, Robert Rauhmeier
Contributors: Rauhmeier, Robert; SpringerLink (Online service)
Publisher: Springer-Verlag Berlin Heidelberg
Published: 2011
Place of publication: Berlin, Heidelberg
Language: eng
Format: [electronic resource] :
ISBN-13: 9783642161131; 9783642161148
Subjects: Industrial management; Finance; Economics; Econometrics