Robert Rauhmeier – författare
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2 produkter
2 produkter
Basel II Risk Parameters
Estimation, Validation, Stress Testing - with Applications to Loan Risk Management
Häftad, Engelska, 2014
861 kr
Skickas inom 10-15 vardagar
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.
Basel II Risk Parameters
Estimation, Validation, Stress Testing - with Applications to Loan Risk Management
Inbunden, Engelska, 2011
1 217 kr
Skickas inom 10-15 vardagar
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.