Bieta, Volker; Broll, Udo; Milde, Hellmuth; Siebe, Wilfried - 2007
Basel II changes risk management in banks strongly. Internal rating procedures would lead one to expect that banks are … - game theory is a useful set of tools for better understanding different risk settings. Embedded in a short history of the … Basel Accord in this article we introduce some basic ideas of game theory in the context of rating procedures in accordance …