The Basel II Risk Parameters
Subtitle: Estimation, Validation, and Stress Testing
Contributors: Bernd Engelmann (Editor); Robert Rauhmeier (Editor)
Edition: 1 edition
Publisher: Springer
Published: August 29, 2006
Language: eng
Format: Hardcover
Number of pages: 376
ISBN-13: 9783540330851
Subjects: Probability & statistics; Management - General; Business/Economics; Business & Economics; Business / Economics / Finance; Econometrics; Finance; Basel II; Basle II; Business & Economics / Finance; Credit Portfolio Models; Default Probability Estimations; Rating Systems; Risk Management; Risk Parameters; Stress Testing; Credit; Credit ratings; Mathematical models; Risk