The Basel II Risk Parameters: Estimation, Validation, and Stress Testing
- Author
- Evelyn Hayden, Daniel Porath (auth.), Dr. Bernd Engelmann, Dr. Robert Rauhmeier (eds.)
- Publisher
- Springer Berlin Heidelberg
- Language
- English
- Year
- 2006
- Page
- XVI, 376p.
- ISBN
- 978-3-540-33085-1,978-3-540-33087-5
- File Type
- pdf
- File Size
- 6.5 MiB
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