The Basel II Risk Parameters Estimation, Validation, and Stress Testing /

Lignende værker

• The Basel II Risk Parameters Estimation, Validation, Stress Testing - with Applications to Loan Risk Management /
  af: Engelmann, Bernd
  Udgivet: (2011)
• Handbook of Quantitative Finance and Risk Management
  af: Lee, Cheng-Few
  Udgivet: (2010)
• A Structural Framework for the Pricing of Corporate Securities Economic and Empirical Issues /
  af: Genser, Michael
  Udgivet: (2006)
• Risk Management in Credit Portfolios Concentration Risk and Basel II /
  af: Hibbeln, Martin
  Udgivet: (2010)
• Optimal Risk-Return Trade-Offs of Commercial Banks and the Suitability of Profitability Measures for Loan Portfolios /
  af: Khn, Jochen
  Udgivet: (2006)