The Basel II risk parameters : estimation, validation, stress testing - with applications to loan risk management
Bernd Engelmann ; Robert Rauhmeier, ed.
| Year of publication: |
2011 ; 2. ed.
|
|---|---|
| Other Persons: | Engelmann, Bernd (contributor) ; Rauhmeier, Robert (contributor) |
| Publisher: |
Heidelberg [u.a.] : Springer |
| Subject: | Basler Eigenkapitalvereinbarung <2001> | Bank | Kreditrisiko | Messung | Risikomanagement |
| Description of contents: | Description [digitool.hbz-nrw.de] |
| Extent: | XIV, 426 S. : graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| ISBN: | 978-3-642-16113-1 |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10008968781