The Basel II Risk Parameters (Paperback)
  • The Basel II Risk Parameters (Paperback)

The Basel II Risk Parameters (Paperback)

,
£47.99
Paperback Published: 14/10/2010
  • We can order this

Usually despatched within 3 weeks

  • This item has been added to your basket

Check Marketplace availability

A critical problem in the practice of banking risk assessment is the estimation and validation of the Basel II risk parameters PD (default probability), LGD (loss given default), and EAD (exposure at default). This book presents the state-of-the-art in designing and validating rating systems and default probability estimations, and outlines techniques to estimate LGD and EAD. Also included is a chapter on stress testing of the Basel II risk parameters.

Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN: 9783642069628

You may also be interested in...

Your review has been submitted successfully.

We would love to hear what you think of Waterstones. Why not review Waterstones on Trustpilot?


Review us on Trustpilot