The Basel II Risk Parameters: Estimation, Validation, Stress Testing - with Applications to Loan Risk Management
- Author
- Evelyn Hayden, Daniel Porath (auth.), Bernd Engelmann, Robert Rauhmeier (eds.)
- Publisher
- Springer-Verlag Berlin Heidelberg
- Language
- English
- Edition
- 2
- Year
- 2011
- Page
- 426
- ISBN
- 3642161138,9783642161131
- File Type
- pdf
- File Size
- 3.7 MiB
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