Sign In | Not yet a member? | Submit your article
 
Home   Technical   Study   Novel   Nonfiction   Health   Tutorial   Entertainment   Business   Magazine   Arts & Design   Audiobooks & Video Training   Cultures & Languages   Family & Home   Law & Politics   Lyrics & Music   Software Related   eBook Torrents   Uncategorized  
Letters: A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

The Basel II Risk Parameters: Estimation, Validation, and Stress Testing
The Basel II Risk Parameters: Estimation, Validation, and Stress Testing
Date: 15 April 2011, 03:01

Free Download Now     Free register and download UseNet downloader, then you can FREE Download from UseNet.

    Download without Limit " The Basel II Risk Parameters: Estimation, Validation, and Stress Testing " from UseNet for FREE!
The estimation and validation of the Basel II risk parameters PD (default probability), LGD (loss given default), and EAD (exposure at default) is an important problem in banking practice. These parameters are used on the one hand as inputs to credit portfolio models, on the other to compute regulatory capital according to the new Basel rules. The book covers the state-of-the-art in designing and validating rating systems and default probability estimations. Furthermore, it presents techniques to estimate LGD and EAD. A chapter on stress testing of the Basel II risk parameters concludes the monograph.

DISCLAIMER:

This site does not store The Basel II Risk Parameters: Estimation, Validation, and Stress Testing on its server. We only index and link to The Basel II Risk Parameters: Estimation, Validation, and Stress Testing provided by other sites. Please contact the content providers to delete The Basel II Risk Parameters: Estimation, Validation, and Stress Testing if any and email us, we'll remove relevant links or contents immediately.


Posts related to "The Basel II Risk Parameters: Estimation, Validation, and Stress Testing"
Verification, Validation and Testing in Software Engineering Verification, Validation and Testing in Software Engineering

ISBN/ASIN: 1591408512
Total size: 6.6 MB
Software Sizing, Estimation, and Risk Management Software Sizing, Estimation, and Risk Management

ISBN/ASIN: 0849335930
Total size: N/A
Introduction to Robust Estimation and Hypothesis Testing Introduction to Robust Estimation and Hypothesis Testing

ISBN/ASIN: 0127515429
Total size: 2.9 MB
Software Sizing Estimation and Risk Management Software Sizing Estimation and Risk Management

ISBN/ASIN: N/A
Total size: N/A
The Basel II Risk Parameters: Estimation, Validation, Stress Testing - with Applications to Loan Risk Management The Basel II Risk Parameters: Estimation, Validation, Stress Testing - with Applications to Loan Risk Management

ISBN/ASIN: 3642161138
Total size: 3.7 MB
Statistical Decision Theory: Estimation, Testing, and Selection Statistical Decision Theory: Estimation, Testing, and Selection

ISBN/ASIN: 0387731938
Total size: 10.6 MB
Verification, Validation and Testing of Engineered Systems Verification, Validation and Testing of Engineered Systems

ISBN/ASIN: 047052751X
Total size: 10.4 MB
Introduction to Robust Estimation and Hypothesis Testing Introduction to Robust Estimation and Hypothesis Testing

ISBN/ASIN: 0127515429
Total size: 2.6 MB
Risk Management in Credit Portfolios: Concentration Risk and Basel II Risk Management in Credit Portfolios: Concentration Risk and Basel II

ISBN/ASIN: 3790826065
Total size: 2 MB

Comments

Comments (0) All

Verify: Verify

    Sign In   Not yet a member?


Popular searches
running