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