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The Basel II Risk Parameters Estimation, Validation, and Stress Testing /
In the last decade the banking industry has experienced a significant development in the understanding of credit risk. Refined methods were proposed concerning the estimation of key risk parameters like default probabilities. Further, a large v- ume of literature on the pricing and measurement of cr...
| Clasificación: | Libro Electrónico |
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| Autor Corporativo: | |
| Otros Autores: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2006.
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| Edición: | 1st ed. 2006. |
| Temas: | |
| Acceso en línea: | Texto Completo |