logo
0

EbookBell.com

Most ebook files are in PDF format, so you can easily read them using various software such as Foxit Reader or directly on the Google Chrome browser.
Some ebook files are released by publishers in other formats such as .awz, .mobi, .epub, .fb2, etc. You may need to install specific software to read these formats on mobile/PC, such as Calibre.

Please read the tutorial at this link:  https://ebookbell.com/faq 


We offer FREE conversion to the popular formats you request; however, this may take some time. Therefore, right after payment, please email us, and we will try to provide the service as quickly as possible.


For some exceptional file formats or broken links (if any), please refrain from opening any disputes. Instead, email us first, and we will try to assist within a maximum of 6 hours.

EbookBell Team

The Basel Ii Risk Parameters Estimation Validation And Stress Testing Bernd Engelmann Robert Rauhmeier

  • SKU: BELL-4108606
The Basel Ii Risk Parameters Estimation Validation And Stress Testing Bernd Engelmann Robert Rauhmeier
$ 31.00 $ 45.00 (-31%)

4.3

8 reviews

The Basel Ii Risk Parameters Estimation Validation And Stress Testing Bernd Engelmann Robert Rauhmeier instant download after payment.

Publisher: Springer
File Extension: PDF
File size: 2.58 MB
Pages: 382
Author: Bernd Engelmann; Robert Rauhmeier
ISBN: 9783540330851, 9783540330875, 3540330852, 3540330879
Language: English
Year: 2006

Product desciption

The Basel Ii Risk Parameters Estimation Validation And Stress Testing Bernd Engelmann Robert Rauhmeier by Bernd Engelmann; Robert Rauhmeier 9783540330851, 9783540330875, 3540330852, 3540330879 instant download after payment.

A critical problem in the practice of banking risk assessment is the estimation and validation of the Basel II risk parameters PD (default probability), LGD (loss given default), and EAD (exposure at default). This book presents the state-of-the-art in designing and validating rating systems and default probability estimations, and outlines techniques to estimate LGD and EAD. Also included is a chapter on stress testing of the Basel II risk parameters.

Related Products

The Basel Ii Risk Parameters Estimation Validation Stress Testing With Applications To Loan Risk Management 2nd Edition Evelyn Hayden
-31%

The Basel Ii Risk Parameters Estimation Validation Stress Testing With Applications To Loan Risk Management 2nd Edition Evelyn Hayden

$45.00 $31.00
Quantification Of Operational Risk Under Basel Ii The Good Bad And Ugly Imad A Moosa Auth
-31%

Quantification Of Operational Risk Under Basel Ii The Good Bad And Ugly Imad A Moosa Auth

5.0

18 reviews
$45.00 $31.00
Advanced Analytical Models Over 800 Models And 300 Applications From The Basel Ii Accord To Wall Street And Beyond 1st Edition Johnathan Mun
-31%

Advanced Analytical Models Over 800 Models And 300 Applications From The Basel Ii Accord To Wall Street And Beyond 1st Edition Johnathan Mun

4.3

28 reviews
$45.00 $31.00
Papyri Of The University Library Of Basel Pbas Ii 1st Edition Matthias Huebner
-31%

Papyri Of The University Library Of Basel Pbas Ii 1st Edition Matthias Huebner

5.0

79 reviews
$45.00 $31.00
The Theory Of The Top Volume Ii Development Of The Theory In The Case Of The Heavy Symmetric Top 1st Edition Felix Klein
-31%

The Theory Of The Top Volume Ii Development Of The Theory In The Case Of The Heavy Symmetric Top 1st Edition Felix Klein

$45.00 $31.00
Seismogenesis And Earthquake Forecasting The Frank Evison Volume Ii 1st Edition Martha K Savage
-31%

Seismogenesis And Earthquake Forecasting The Frank Evison Volume Ii 1st Edition Martha K Savage

5.0

88 reviews
$45.00 $31.00
The Road To Universal Logic Festschrift For The 50th Birthday Of Jeanyves Bziau Volume Ii 1st Edition Arnold Koslow
-31%

The Road To Universal Logic Festschrift For The 50th Birthday Of Jeanyves Bziau Volume Ii 1st Edition Arnold Koslow

4.7

46 reviews
$45.00 $31.00
Architecture And Mathematics From Antiquity To The Future Volume Ii The 1500s To The Future 1st Edition Michael J Ostwald Eds
-31%

Architecture And Mathematics From Antiquity To The Future Volume Ii The 1500s To The Future 1st Edition Michael J Ostwald Eds

4.4

42 reviews
$45.00 $31.00
Tsunami Science Four Years After The 2004 Indian Ocean Tsunami Part Ii Observation And Data Analysis 1st Edition Phil R Cummins
-31%

Tsunami Science Four Years After The 2004 Indian Ocean Tsunami Part Ii Observation And Data Analysis 1st Edition Phil R Cummins

4.8

34 reviews
$45.00 $31.00