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Añadir al carritoTaschenbuch. Condición: Neu. The Basel II Risk Parameters | Estimation, Validation, Stress Testing - with Applications to Loan Risk Management | Bernd Engelmann (u. a.) | Taschenbuch | xiv | Englisch | 2014 | Springer | EAN 9783642442353 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
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Publicado por Springer Berlin Heidelberg, Springer Berlin Heidelberg, 2014
ISBN 10: 3642442358 ISBN 13: 9783642442353
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Añadir al carritoTaschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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. These parameters are used on the one hand as inputs to credit portfolio models and in loan pricing frameworks, on the other to compute regulatory capital according to the new Basel rules. This 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 and includes a chapter on stress testing of the Basel II risk parameters. The second edition is extended by three chapters explaining how the Basel II risk parameters can be used for building a framework for risk-adjusted pricing and risk management of loans.
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Añadir al carritoCondición: Sehr gut. Zustand: Sehr gut | Seiten: 440 | Sprache: Englisch | Produktart: Bücher | 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. These parameters are used on the one hand as inputs to credit portfolio models and in loan pricing frameworks, on the other to compute regulatory capital according to the new Basel rules. This 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 and includes a chapter on stress testing of the Basel II risk parameters. The second edition is extended by three chapters explaining how the Basel II risk parameters can be used for building a framework for risk-adjusted pricing and risk management of loans.
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Añadir al carritoHardcover. Condición: Brand New. 2nd edition. 426 pages. 9.25x6.25x1.25 inches. In Stock.
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Publicado por Springer Berlin Heidelberg, Springer Berlin Heidelberg, 2011
ISBN 10: 3642161138 ISBN 13: 9783642161131
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Añadir al carritoBuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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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Publicado por Springer Berlin Heidelberg Okt 2014, 2014
ISBN 10: 3642442358 ISBN 13: 9783642442353
Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Alemania
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Añadir al carritoTaschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. These parameters are used on the one hand as inputs to credit portfolio models and in loan pricing frameworks, on the other to compute regulatory capital according to the new Basel rules. This 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 and includes a chapter on stress testing of the Basel II risk parameters. The second edition is extended by three chapters explaining how the Basel II risk parameters can be used for building a framework for risk-adjusted pricing and risk management of loans. 440 pp. Englisch.
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Publicado por Springer Berlin Heidelberg, 2014
ISBN 10: 3642442358 ISBN 13: 9783642442353
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Añadir al carritoCondición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Insights into credit portfolio models and the Basel II frameworkDiverse perspectives through articles from supervisors, researchers and practitionersNew edition: With 3 additional chapters on loan risk managementThe estimation an.
Idioma: Inglés
Publicado por Springer Berlin Heidelberg Apr 2011, 2011
ISBN 10: 3642161138 ISBN 13: 9783642161131
Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Alemania
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Añadir al carritoBuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 440 pp. Englisch.
Idioma: Inglés
Publicado por Springer, Springer Okt 2014, 2014
ISBN 10: 3642442358 ISBN 13: 9783642442353
Librería: buchversandmimpf2000, Emtmannsberg, BAYE, Alemania
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Añadir al carritoTaschenbuch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -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. These parameters are used on the one hand as inputs to credit portfolio models and in loan pricing frameworks, on the other to compute regulatory capital according to the new Basel rules. This 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 and includes a chapter on stress testing of the Basel II risk parameters. The second edition is extended by three chapters explaining how the Basel II risk parameters can be used for building a framework for risk-adjusted pricing and risk management of loans.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 440 pp. Englisch.
Idioma: Inglés
Publicado por Springer Berlin Heidelberg, 2011
ISBN 10: 3642161138 ISBN 13: 9783642161131
Librería: moluna, Greven, Alemania
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Añadir al carritoGebunden. Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Insights into credit portfolio models and the Basel II frameworkDiverse perspectives through articles from supervisors, researchers and practitionersNew edition: With 3 additional chapters on loan risk managementThe estimatio.
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Añadir al carritoCondición: New. Print on Demand pp. 442.
Librería: Biblios, Frankfurt am main, HESSE, Alemania
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Añadir al carritoCondición: New. PRINT ON DEMAND pp. 442.
Idioma: Inglés
Publicado por Springer, Springer Apr 2011, 2011
ISBN 10: 3642161138 ISBN 13: 9783642161131
Librería: buchversandmimpf2000, Emtmannsberg, BAYE, Alemania
EUR 117,69
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Añadir al carritoBuch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -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. These parameters are used on the one hand as inputs to credit portfolio models and in loan pricing frameworks, on the other to compute regulatory capital according to the new Basel rules. This 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 and includes a chapter on stress testing of the Basel II risk parameters. The second edition is extended by three chapters explaining how the Basel II risk parameters can be used for building a framework for risk-adjusted pricing and risk management of loans.Springer-Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 440 pp. Englisch.