The Basel II risk parameters : estimation, validation, and stress testing
by
 
Engelmann, Bernd.

Title
: 
The Basel II risk parameters : estimation, validation, and stress testing

Author
: 
Engelmann, Bernd.

ISBN
: 
9783540330851
 
9783642069628

Publication Information
: 
Berlin ; New York : Springer, c2010.

Physical Description
: 
xv, 376 p. : ill. ; 24 cm.

Subject Term
: 
Credit -- Mathematical models.
 
Risk -- Mathematical models.
 
Credit ratings -- Mathematical models.
 
Risk management.

Added Author
: 
Engelmann, Bernd.
 
Rauhmeier, Robert.

Electronic Access
: 
Publisher description http://www.loc.gov/catdir/enhancements/fy0824/2006929673-d.html
 
Table of contents only http://www.loc.gov/catdir/enhancements/fy0824/2006929673-t.html


LibraryMaterial TypeItem BarcodeShelf NumberCopy
IIEMSAGeneral Books33168023698653332.7015195 E57B 20101