[PDF.70ig] The Basel II Risk Parameters: Estimation, Validation, Stress Testing - with Applications to Loan Risk Management
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The Basel II Risk Parameters: Estimation, Validation, Stress Testing - with Applications to Loan Risk Management
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[PDF.mm57] The Basel II Risk Parameters: Estimation, Validation, Stress Testing - with Applications to Loan Risk Management
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| #1516946 in Books | 2011-06-10 | Original language:English | PDF # 1 | 1.10 x6.30 x9.40l,1.70 | File type: PDF | 426 pages||19 of 20 people found the following review helpful.| A good introduction|By Dr. Lee D. Carlson|For anyone who needs to learn the financial philosophy and mathematical formalism behind the Basel II accords, this book will be an excellent introduction. Consisting of a collection of articles written competently and concisely, the book should be on the shelf of those who are not only responsible for implementing the Basel II accord|||From the reviews: | |"This book compiles articles by various authors addressing estimation of three key risk parameters: probability of default (PD), loss given default (LGD), and exposure at default (EAD). … The authors identify their intended audienc
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 ...
You can specify the type of files you want, for your device.The Basel II Risk Parameters: Estimation, Validation, Stress Testing - with Applications to Loan Risk Management | From Springer. A good, fresh read, highly recommended.
