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Langue: anglais
Edité par Springer International Publishing AG, Frankfurt, 2006
ISBN 10 : 3540330852 ISBN 13 : 9783540330851
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Ajouter au panierTaschenbuch. Etat : 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.
Langue: anglais
Edité par Springer Berlin Heidelberg, Springer Berlin Heidelberg, 2014
ISBN 10 : 3642442358 ISBN 13 : 9783642442353
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
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Ajouter au panierTaschenbuch. Etat : 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.
Vendeur : Books Puddle, New York, NY, Etats-Unis
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Ajouter au panierEtat : New. pp. 442 2nd edition.
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Ajouter au panierEtat : 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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Ajouter au panierHardcover. Etat : Brand New. 2nd edition. 426 pages. 9.25x6.25x1.25 inches. In Stock.
Langue: anglais
Edité par Springer Berlin Heidelberg, Springer Berlin Heidelberg, 2011
ISBN 10 : 3642161138 ISBN 13 : 9783642161131
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
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Ajouter au panierBuch. Etat : 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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Vendeur : Brook Bookstore On Demand, Napoli, NA, Italie
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Ajouter au panierEtat : new. Questo è un articolo print on demand.
Langue: anglais
Edité par Springer Berlin Heidelberg Okt 2014, 2014
ISBN 10 : 3642442358 ISBN 13 : 9783642442353
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
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Ajouter au panierTaschenbuch. Etat : 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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Ajouter au panierEtat : New. Print on Demand.
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Ajouter au panierEtat : New. PRINT ON DEMAND.
Langue: anglais
Edité par Springer Berlin Heidelberg, 2014
ISBN 10 : 3642442358 ISBN 13 : 9783642442353
Vendeur : moluna, Greven, Allemagne
EUR 72,89
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Ajouter au panierEtat : 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.
Langue: anglais
Edité par Springer Berlin Heidelberg Apr 2011, 2011
ISBN 10 : 3642161138 ISBN 13 : 9783642161131
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
EUR 117,69
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Ajouter au panierBuch. Etat : 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.
Langue: anglais
Edité par Springer, Springer Okt 2014, 2014
ISBN 10 : 3642442358 ISBN 13 : 9783642442353
Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
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Ajouter au panierTaschenbuch. Etat : 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.
Langue: anglais
Edité par Springer Berlin Heidelberg, 2011
ISBN 10 : 3642161138 ISBN 13 : 9783642161131
Vendeur : moluna, Greven, Allemagne
EUR 98,54
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Ajouter au panierGebunden. Etat : 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.
Vendeur : Majestic Books, Hounslow, Royaume-Uni
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Ajouter au panierEtat : New. Print on Demand pp. 442.
Vendeur : Biblios, Frankfurt am main, HESSE, Allemagne
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Ajouter au panierEtat : New. PRINT ON DEMAND pp. 442.
Langue: anglais
Edité par Springer, Springer Apr 2011, 2011
ISBN 10 : 3642161138 ISBN 13 : 9783642161131
Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
EUR 117,69
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Ajouter au panierBuch. Etat : 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.