The Basel II risk parameters : estimation, validation, and stress testing /
The Basel II risk parameters : estimation, validation, and stress testing /
Basel two risk parameters
Bernd Engelmann, Robert Rauhmeier (editors)
- Berlin : Springer, 2006
- xv, 376 p. : ill. ; 24 cm.
Includes bibliographical references and index
3540330852 (hbk.) RM288.96 9783540330851 (hbk.)
Credit--Mathematical models
Risk--Mathematical models
Credit ratings--Mathematical models
Includes bibliographical references and index
3540330852 (hbk.) RM288.96 9783540330851 (hbk.)
Credit--Mathematical models
Risk--Mathematical models
Credit ratings--Mathematical models
