ISBN: 9783642161131 - the basel ii risk parameters: estimation, validation, stress testing - with applications to loan risk management (18 risultati)

Hardback. Condizione: Good. The estimation and the validation of the Basel II risk parameters PD (default probability), LGD (loss given fault), and EAD (exposure at default) is an important problem in banking practice.

Hardback. Condizione: Good. The estimation and the validation of the Basel II risk parameters PD (default probability), LGD (loss given fault), and EAD (exposure at default) is an important problem in banking practice.

hardcover. Condizione: Good.

hardcover. Condizione: Very Good.

Condizione: New. A brand new book in pristine condition. Showing zero signs of shelf wear, creases, or damage.

Condizione: New.

Condizione: New.

Condizione: New. pp. 442 2nd edition.

Buch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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. These parameters are used on the one hand as inputs to credit portfolio models, on the other to compute regulatory capital according to the new Basel rules. The book covers the state-of-the-art in designing and validating rating systems and default probability estimations. Furthermore, it presents techniques to estimate LGD and EAD. A chapter on stress testing of the Basel II risk parameters concludes the monograph.…

Hardcover. Condizione: Brand New. 2nd edition. 426 pages. 9.25x6.25x1.25 inches. In Stock.

Condizione: As New. Unread book in perfect condition.

Hardcover. Condizione: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.

Condizione: As New. Unread book in perfect condition.

Buch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. These parameters are used on the one hand as inputs to credit portfolio models, on the other to compute regulatory capital according to the new Basel rules. The book covers the state-of-the-art in designing and validating rating systems and default probability estimations. Furthermore, it presents techniques to estimate LGD and EAD. A chapter on stress testing of the Basel II risk parameters concludes the monograph. 440 pp. Englisch.…

Gebunden. Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Insights into credit portfolio models and the Basel II frameworkDiverse perspectives through articles from supervisors, researchers and practitionersNew edition: With 3 additional chapters on loan risk managementThe estimatio.…

Condizione: New. Print on Demand pp. 442.

Condizione: New. PRINT ON DEMAND pp. 442.

Buch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -The estimation and the validation of the Basel II risk parameters PD (default probability), LGD (loss given fault), and EAD (exposure at default) is an important problem in banking practice. These parameters are used on the one hand as inputs to credit portfolio models and in loan pricing frameworks, on the other to compute regulatory capital according to the new Basel rules. This book covers the state-of-the-art in designing and validating rating systems and default probability estimations. Furthermore, it presents techniques to estimate LGD and EAD and includes a chapter on stress testing of the Basel II risk parameters. The second edition is extended by three chapters explaining how the Basel II risk parameters can be used for building a framework for risk-adjusted pricing and risk management of loans.Springer-Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 440 pp. Englisch.…