The Basel II Risk Parameters 在線電子書 圖書標籤:
發表於2024-11-28
The Basel II Risk Parameters 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024
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.
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The Basel II Risk Parameters 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024