The Basel II Risk Parameters
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, 2011
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The estimation and the validation of the Basel II risk parameters PD (default probability), LGD (loss given fault), and EAD (exposure at default) is an important problem in banking practice.
- ISBN-13
- 9783642161131
- ISBN-10
- 3642161138
- Publisher
- Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
- Year
- 2011
- Publication date
- 2011-04-18
- Pages
- 426
- Dimensions
- 235x155x