The Basel II Risk Parameters

Robert Rauhmeier

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Language: English

Published by Springer Berlin Heidelberg Apr 2011, 2011

3642161138 / 9783642161131

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Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.

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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.

Seller Inventory # 9783642161131

Title
The Basel II Risk Parameters
Author
Robert Rauhmeier
Publisher
Springer Berlin Heidelberg Apr 2011
Publication year
2011
Condition
Neu
Binding
Buch
Language
English
ISBN 10
3642161138
ISBN 13
9783642161131
Edition
2nd Edition
Item weight
822 grams
Dimensions
241x160x30 mm

BuchWeltWeit Ludwig Meier e.K.

Bergisch Gladbach, Germany

5-star seller

AbeBooks seller since January 11, 2012

Shipping rates from Germany to U.S.A.

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BuchWeltWeit Ludwig Meier e.K.

Germany