The Basel II Risk Parameters Estimation, Validation, and Stress Testing - Engelmann, Bernd; Rauhmeier, Robert; SpringerLink (Online service) (Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2006)
Keywords: Credit -- Mathematical models; Risk -- Mathematical models; Credit ratings -- Mathematical models; Economics/Management Science; Econometrics; Quantitative Finance; Finance/Banking.; Management