Ask Bookie
{
"item_title" : "The Basel II Risk Parameters",
"item_author" : [" Bernd Engelmann", "Robert Rauhmeier "],
"item_description" : "The estimation and validation of the Basel II risk parameters PD (default probability), LGD (loss given default), and EAD (exposure at default) all play important roles on banking practice. This volume presents up-to-date designing and validating rating systems and default probability estimations.",
"item_img_path" : "https://covers4.booksamillion.com/covers/bam/3/64/216/113/3642161138_b.jpg",
"price_data" : {
"retail_price" : "119.99", "online_price" : "119.99", "our_price" : "119.99", "club_price" : "119.99", "savings_pct" : "0", "savings_amt" : "0.00", "club_savings_pct" : "0", "club_savings_amt" : "0.00", "discount_pct" : "10", "store_price" : ""
}
}
The Basel II Risk Parameters : Estimation, Validation, Stress Testing - With Applications to Loan Risk Management
by Bernd Engelmann and Robert Rauhmeier
Overview
The estimation and validation of the Basel II risk parameters PD (default probability), LGD (loss given default), and EAD (exposure at default) all play important roles on banking practice. This volume presents up-to-date designing and validating rating systems and default probability estimations.
This item is Non-Returnable
Customers Also Bought
- 1
Details
- ISBN-13: 9783642161131
- ISBN-10: 3642161138
- Publisher: Springer
- Publish Date: April 2011
- Dimensions: 9.4 x 6.3 x 1.1 inches
- Shipping Weight: 1.7 pounds
- Page Count: 426
Related Categories
