ISBN: 9783540330851
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… Mehr…
BetterWorldBooks.com used in stock. Versandkosten:zzgl. Versandkosten. Details... |
The Basel II Risk Parameters: Estimation, Validation, and Stress Testing - gebunden oder broschiert
2006, ISBN: 3540330852
[EAN: 9783540330851], Gebraucht, wie neu, [PU: Springer], Pages are clean and are not marred by notes or folds of any kind. ~ ThriftBooks: Read More, Spend Less 1.55, Books
AbeBooks.de ThriftBooks-Dallas, Dallas, TX, U.S.A. [54448258] [Rating: 5 (von 5)] NOT NEW BOOK. Versandkosten: EUR 13.90 Details... |
ISBN: 9783540330851
Springer. Used - Very Good. Used book that is in excellent condition. May show signs of wear or have minor defects., Springer, 3
Biblio.co.uk |
The Basel II Risk Parameters: Estimation, Validation, and Stress Testing - gebunden oder broschiert
2006, ISBN: 3540330852
[EAN: 9783540330851], Gebraucht, wie neu, [PU: Springer], Like New, Books
AbeBooks.de dsmbooks, liverpool, United Kingdom [61944145] [Rating: 4 (von 5)] NOT NEW BOOK. Versandkosten: EUR 29.02 Details... |
The Basel II Risk Parameters: Estimation, Validation, and Stress Testing - gebunden oder broschiert
2006, ISBN: 9783540330851
Springer, 2006-08-29. Hardcover. Good., Springer, 2006-08-29, 2.5
Biblio.co.uk |
The Basel II Risk Parameters : Estimation, Validation, and Stress Testing - gebrauchtes Buch
ISBN: 9783540330851
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… Mehr…
Robert Rauhmeier Bernd Engelmann:
The Basel II Risk Parameters: Estimation, Validation, and Stress Testing - gebunden oder broschiert2006, ISBN: 3540330852
[EAN: 9783540330851], Gebraucht, wie neu, [PU: Springer], Pages are clean and are not marred by notes or folds of any kind. ~ ThriftBooks: Read More, Spend Less 1.55, Books
ISBN: 9783540330851
Springer. Used - Very Good. Used book that is in excellent condition. May show signs of wear or have minor defects., Springer, 3
The Basel II Risk Parameters: Estimation, Validation, and Stress Testing - gebunden oder broschiert
2006, ISBN: 3540330852
[EAN: 9783540330851], Gebraucht, wie neu, [PU: Springer], Like New, Books
The Basel II Risk Parameters: Estimation, Validation, and Stress Testing - gebunden oder broschiert
2006, ISBN: 9783540330851
Springer, 2006-08-29. Hardcover. Good., Springer, 2006-08-29, 2.5
Bibliographische Daten des bestpassenden Buches
Autor: | |
Titel: | |
ISBN-Nummer: |
Detailangaben zum Buch - The Basel II Risk Parameters: Estimation, Validation, and Stress Testing
EAN (ISBN-13): 9783540330851
ISBN (ISBN-10): 3540330852
Gebundene Ausgabe
Erscheinungsjahr: 2006
Herausgeber: Engelmann, Bernd, Rauhmeier, Robert, Springer
Gewicht: 0,725 kg
Sprache: Englisch
Buch in der Datenbank seit 2007-06-03T22:19:05+02:00 (Berlin)
Detailseite zuletzt geändert am 2024-03-23T11:35:42+01:00 (Berlin)
ISBN/EAN: 3540330852
ISBN - alternative Schreibweisen:
3-540-33085-2, 978-3-540-33085-1
Alternative Schreibweisen und verwandte Suchbegriffe:
Autor des Buches: bernd engelmann, peter claus, meier
Titel des Buches: validation, stress, risk, basel 1501 2001
Daten vom Verlag:
Autor/in: Bernd Engelmann; Robert Rauhmeier
Titel: The Basel II Risk Parameters - Estimation, Validation, and Stress Testing
Verlag: Springer; Springer Berlin
376 Seiten
Erscheinungsjahr: 2006-07-20
Berlin; Heidelberg; DE
Gedruckt / Hergestellt in Deutschland.
Gewicht: 1,610 kg
Sprache: Englisch
64,15 € (DE)
65,95 € (AT)
86,08 CHF (CH)
Not available, publisher indicates OP
BB; Book; Hardcover, Softcover / Wirtschaft/Betriebswirtschaft; Finanzenwesen und Finanzindustrie; Verstehen; Rating Systems; Risk Management; Stress Testing; Basle II; statistical method; development; Basel II; Credit Portfolio Models; Risk Parameters; Banking; Validation; Default Probability Estimations; modeling; C; Finance, general; Economics and Finance; Management; Quantitative Finance; Econometrics; Management und Managementtechniken; Finanz- und Rechnungswesen; Ökonometrie und Wirtschaftsstatistik; Optimieren; BB; BC; EA
Statistical Methods to Develop Rating Models.- Estimation of a Rating Model for Corporate Exposures.- Scoring Models for Retail Exposures.- The Shadow Rating Approach — Experience from Banking Practice.- Estimating Probabilities of Default for Low Default Portfolios.- A Multi-Factor Approach for Systematic Default and Recovery Risk.- Modelling Loss Given Default: A “Point in Time”-Approach.- Estimating Loss Given Default — Experiences from Banking Practice.- Overview of EAD Estimation Concepts.- EAD Estimates for Facilities with Explicit Limits.- Validation of Banks’ Internal Rating Systems - A Supervisory Perspective.- Measures of a Rating’s Discriminative Power — Applications and Limitations.- Statistical Approaches to PD Validation.- PD-Validation — Experience from Banking Practice.- Development of Stress Tests for Credit Portfolios.Weitere, andere Bücher, die diesem Buch sehr ähnlich sein könnten:
Neuestes ähnliches Buch:
9783642442353 The Basel II Risk Parameters: Estimation, Validation, Stress Testing - with Applications to Loan Risk Management Bernd Engelmann Editor (Engelmann, Bernd|Rauhmeier, Robert)
- 9783642442353 The Basel II Risk Parameters: Estimation, Validation, Stress Testing - with Applications to Loan Risk Management Bernd Engelmann Editor (Engelmann, Bernd|Rauhmeier, Robert)
- 9783642161148 The Basel II Risk Parameters (Bernd Engelmann; Robert Rauhmeier)
- 9783540330875 The Basel II Risk Parameters (Bernd Engelmann; Robert Rauhmeier)
- 9783642161131 The Basel II Risk Parameters: Estimation, Validation, Stress Testing - with Applications to Loan Risk Management Bernd Engelmann Editor (Bernd Engelmann; Robert Rauhmeier)
- [(The Basel II Risk Parameters : Estimation, Validation, Stress Testing - with Applications to Loan Risk Management)] [Edited by Bernd Engelmann ] published on (October, 2014) (Bernd Engelmann)
< zum Archiv...