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

• Main Author: Engelmann, Bernd
• Other Authors: Rauhmeier, Robert
• Format: Electronic Kit Book
• Language: English
• Published: Berlin, Heidelberg Springer Berlin Β· Heidelberg 2006
• Subjects: Economics; Econometrics; Finance; Τράπεζες και τραπεζικές εργασίες; Industrial management; Economics/Management Science; Quantitative Finance; Finance /Banking; Management