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Aggiungi al carrelloHardback. Condizione: Very Good. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged.
hardcover. Condizione: Very Good.
Da: Ria Christie Collections, Uxbridge, Regno Unito
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Da: Chiron Media, Wallingford, Regno Unito
EUR 68,92
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Aggiungi al carrelloPF. Condizione: New.
Condizione: New.
Lingua: Inglese
Editore: Springer International Publishing AG, Frankfurt, 2006
ISBN 10: 3540330852 ISBN 13: 9783540330851
Da: MARCIAL PONS LIBRERO, MADRID, M, Spagna
EUR 87,91
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Da: GreatBookPrices, Columbia, MD, U.S.A.
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Da: preigu, Osnabrück, Germania
EUR 77,25
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Aggiungi al carrelloTaschenbuch. Condizione: Neu. The Basel II Risk Parameters | Estimation, Validation, Stress Testing - with Applications to Loan Risk Management | Bernd Engelmann (u. a.) | Taschenbuch | xiv | Englisch | 2014 | Springer | EAN 9783642442353 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
Lingua: Inglese
Editore: Springer Berlin Heidelberg, Springer Berlin Heidelberg, 2014
ISBN 10: 3642442358 ISBN 13: 9783642442353
Da: AHA-BUCH GmbH, Einbeck, Germania
EUR 85,59
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Aggiungi al carrelloTaschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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.
Condizione: New. pp. 442 2nd edition.
Da: Buchpark, Trebbin, Germania
EUR 66,66
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Aggiungi al carrelloCondizione: Sehr gut. Zustand: Sehr gut | Seiten: 440 | Sprache: Englisch | Produktart: Bücher | 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.
Da: Revaluation Books, Exeter, Regno Unito
EUR 167,71
Quantità: 2 disponibili
Aggiungi al carrelloHardcover. Condizione: Brand New. 2nd edition. 426 pages. 9.25x6.25x1.25 inches. In Stock.
Lingua: Inglese
Editore: Springer Berlin Heidelberg, Springer Berlin Heidelberg, 2011
ISBN 10: 3642161138 ISBN 13: 9783642161131
Da: AHA-BUCH GmbH, Einbeck, Germania
EUR 117,69
Quantità: 1 disponibili
Aggiungi al carrelloBuch. 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.
Da: GreatBookPricesUK, Woodford Green, Regno Unito
EUR 184,23
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Da: Mispah books, Redhill, SURRE, Regno Unito
EUR 174,79
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Da: GreatBookPrices, Columbia, MD, U.S.A.
EUR 207,17
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Da: Brook Bookstore On Demand, Napoli, NA, Italia
EUR 70,24
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Aggiungi al carrelloCondizione: new. Questo è un articolo print on demand.
Lingua: Inglese
Editore: Springer Berlin Heidelberg Okt 2014, 2014
ISBN 10: 3642442358 ISBN 13: 9783642442353
Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
EUR 85,59
Quantità: 2 disponibili
Aggiungi al carrelloTaschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - 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. 440 pp. Englisch.
Da: Majestic Books, Hounslow, Regno Unito
EUR 109,98
Quantità: 4 disponibili
Aggiungi al carrelloCondizione: New. Print on Demand.
Da: Biblios, Frankfurt am main, HESSE, Germania
EUR 110,10
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Aggiungi al carrelloCondizione: New. PRINT ON DEMAND.
Lingua: Inglese
Editore: Springer Berlin Heidelberg, 2014
ISBN 10: 3642442358 ISBN 13: 9783642442353
Da: moluna, Greven, Germania
EUR 72,89
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: 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 estimation an.
Lingua: Inglese
Editore: Springer Berlin Heidelberg Apr 2011, 2011
ISBN 10: 3642161138 ISBN 13: 9783642161131
Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
EUR 117,69
Quantità: 2 disponibili
Aggiungi al carrelloBuch. 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.
Lingua: Inglese
Editore: Springer, Springer Okt 2014, 2014
ISBN 10: 3642442358 ISBN 13: 9783642442353
Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germania
EUR 85,59
Quantità: 1 disponibili
Aggiungi al carrelloTaschenbuch. 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 KG, Sachsenplatz 4-6, 1201 Wien 440 pp. Englisch.
Lingua: Inglese
Editore: Springer Berlin Heidelberg, 2011
ISBN 10: 3642161138 ISBN 13: 9783642161131
Da: moluna, Greven, Germania
EUR 98,54
Quantità: Più di 20 disponibili
Aggiungi al carrelloGebunden. 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.
Da: Majestic Books, Hounslow, Regno Unito
EUR 165,83
Quantità: 4 disponibili
Aggiungi al carrelloCondizione: New. Print on Demand pp. 442.
Da: Biblios, Frankfurt am main, HESSE, Germania
EUR 167,33
Quantità: 4 disponibili
Aggiungi al carrelloCondizione: New. PRINT ON DEMAND pp. 442.
Lingua: Inglese
Editore: Springer, Springer Apr 2011, 2011
ISBN 10: 3642161138 ISBN 13: 9783642161131
Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germania
EUR 117,69
Quantità: 1 disponibili
Aggiungi al carrelloBuch. 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.