小哈图书下载中心

The Basel II Risk Parameters pdf epub mobi txt 电子书下载 2024

☆☆☆☆☆
简体网页||繁体网页

Rauhmeier, Robert 编

Springer

376

$ 90.34

精装

9783540330851

图书标签:

喜欢 The Basel II Risk Parameters 的读者还喜欢

下载链接在页面底部

点击这里下载

facebook linkedin mastodon messenger pinterest reddit telegram twitter viber vkontakte whatsapp 复制链接

想要找书就要到小哈图书下载中心

qciss.net

立刻按 ctrl+D收藏本页

你会得到大惊喜!!

发表于2024-11-13

The Basel II Risk Parameters epub 下载 mobi 下载 pdf 下载 txt 电子书下载 2024

The Basel II Risk Parameters pdf epub mobi txt 电子书下载 2024

图书描述

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.

The Basel II Risk Parameters 下载 mobi epub pdf txt 电子书