The Basel II Risk Parameters Estimation, Validation, and Stress Testing / [electronic resource] : edited by Bernd Engelmann, Robert Rauhmeier. - Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2006. - xv, 376 pages : illustration, digital ; 24 cm.

9783540330875 (electronic bk.)


Credit--Mathematical models.
Risk--Mathematical models.
Credit ratings--Mathematical models.
Economics/Management Science.
Econometrics.
Quantitative Finance.
Finance/Banking.
Management.

HG3701 / .B27 2006

332.7015195