Published by Springer, 2006
ISBN 10: 3540330852 ISBN 13: 9783540330851
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Published by Springer, 2011
ISBN 10: 3642161138 ISBN 13: 9783642161131
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Published by Springer-Verlag Berlin and Heidelberg GmbH & Co. K, 2006
ISBN 10: 3540330852 ISBN 13: 9783540330851
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Published by Springer, 2014
ISBN 10: 3642442358 ISBN 13: 9783642442353
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Published by Springer, 2014
ISBN 10: 3642442358 ISBN 13: 9783642442353
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Published by Springer, 2014
ISBN 10: 3642442358 ISBN 13: 9783642442353
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Published by Springer, 2014
ISBN 10: 3642442358 ISBN 13: 9783642442353
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Published by Springer, 2014
ISBN 10: 3642442358 ISBN 13: 9783642442353
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Published by Springer, 2014
ISBN 10: 3642442358 ISBN 13: 9783642442353
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Published by Springer 2014-10, 2014
ISBN 10: 3642442358 ISBN 13: 9783642442353
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Published by Springer, 2014
ISBN 10: 3642442358 ISBN 13: 9783642442353
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Published by Springer, 2014
ISBN 10: 3642442358 ISBN 13: 9783642442353
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Published by Springer, 2010
ISBN 10: 3642069622 ISBN 13: 9783642069628
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Published by Springer, 2014
ISBN 10: 3642442358 ISBN 13: 9783642442353
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Published by Springer, 2011
ISBN 10: 3642161138 ISBN 13: 9783642161131
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Published by Springer, 2011
ISBN 10: 3642161138 ISBN 13: 9783642161131
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Published by Springer, 2011
ISBN 10: 3642161138 ISBN 13: 9783642161131
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Published by Springer, 2011
ISBN 10: 3642161138 ISBN 13: 9783642161131
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Published by Springer Berlin Heidelberg Okt 2014, 2014
ISBN 10: 3642442358 ISBN 13: 9783642442353
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
Taschenbuch. Condition: NEW. 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.
Published by Springer International Publishing AG, Frankfurt, 2006
ISBN 10: 3540330852 ISBN 13: 9783540330851
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Published by Springer, 2011
ISBN 10: 3642161138 ISBN 13: 9783642161131
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Published by Springer Berlin Heidelberg, 2014
ISBN 10: 3642442358 ISBN 13: 9783642442353
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Taschenbuch. Condition: NEW. 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.
Published by Springer Berlin Heidelberg, 2014
ISBN 10: 3642442358 ISBN 13: 9783642442353
Seller: moluna, Greven, Germany
Condition: 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.
Published by Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, 2014
ISBN 10: 3642442358 ISBN 13: 9783642442353
Seller: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Ireland
Condition: NEW. 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. Editor(s): Engelmann, Bernd; Rauhmeier, Robert. Num Pages: 440 pages, biography. BIC Classification: KCH; KFF; KJM. Category: (G) General (US: Trade). Dimension: 235 x 155 x 23. Weight in Grams: 670. . 2014. 2nd ed. 2011. Paperback. . . . .
Published by Springer, 2011
ISBN 10: 3642161138 ISBN 13: 9783642161131
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Published by Springer Berlin Heidelberg Apr 2011, 2011
ISBN 10: 3642161138 ISBN 13: 9783642161131
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
Buch. Condition: NEW. 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.
Published by Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, 2014
ISBN 10: 3642442358 ISBN 13: 9783642442353
Seller: Kennys Bookstore, Olney, MD, U.S.A.
Condition: NEW. 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. Editor(s): Engelmann, Bernd; Rauhmeier, Robert. Num Pages: 440 pages, biography. BIC Classification: KCH; KFF; KJM. Category: (G) General (US: Trade). Dimension: 235 x 155 x 23. Weight in Grams: 670. . 2014. 2nd ed. 2011. Paperback. . . . . Books ship from the US and Ireland.
Published by Springer Berlin Heidelberg, 2011
ISBN 10: 3642161138 ISBN 13: 9783642161131
Seller: moluna, Greven, Germany
Gebunden. Condition: 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.
Published by Springer Berlin Heidelberg, 2011
ISBN 10: 3642161138 ISBN 13: 9783642161131
Seller: AHA-BUCH GmbH, Einbeck, Germany
Buch. Condition: NEW. 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.
Published by Springer, 2011
ISBN 10: 3642161138 ISBN 13: 9783642161131
Seller: GreatBookPricesUK, Castle Donington, DERBY, United Kingdom
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