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The Basel II risk parameters : estimation, validation, and stress testing : with 58 tables
Engelmann, Bernd (ed.); Rauhmeier, Robert (ed.) - 2006
Persistent link: https://www.econbiz.de/10003288108
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The Basel II Risk Parameters : Estimation, Validation, and Stress Testing
Engelmann, Bernd (contributor);  … - 2006
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. This book covers designing and validating rating systems and default probability estimations. Furthermore,...
Persistent link: https://www.econbiz.de/10013520547
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Ratings, rating agencies and the global financial system
Levich, Richard M. (ed.) - 2002
Persistent link: https://www.econbiz.de/10013437594
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Mindestanforderungen an das Risikomanagement (MaRisk) : Kommentar
Hannemann, Ralf; Steinbrecher, Ira; Weigl, Thomas - 2019 - 5., überarbeitete und erweiterte Auflage
Persistent link: https://www.econbiz.de/10011572734
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Measuring risks of deposit institutions
Song, Frank M. - 1994
Persistent link: https://www.econbiz.de/10000887849
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Supervision of off-balance sheet activities in the US
Albrecht, William E. - 1993
Persistent link: https://www.econbiz.de/10000890976
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Balance sheet linkages within the commercial banking industry : theory and evidence
Plath, Donald A. - 1987
Persistent link: https://www.econbiz.de/10000891256
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Marktrisikosteuerung durch Derivative Product Companies
Gerth, Volker - 1994 - 1. Aufl
Persistent link: https://www.econbiz.de/10000896009
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Deposit insurance guarantees and bank risk taking : a model of the banking industry
Eberle, Paul Barron - 1990
Persistent link: https://www.econbiz.de/10000863245
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Returns and risks of US bank foreign currency activities
Grammatikos, Theoharry; Saunders, Anthony; Swary, Itzhak - 1986
Persistent link: https://www.econbiz.de/10000732123