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This book presents methods, data foundation,­ systems, and procedures, for the actual implementation of Basel II. The focus is exclusively on credit risk measurement under the IRB framework. Particularly, the book proposes to assist emerging market banks in delivering a suite of integrated...
Persistent link: https://www.econbiz.de/10003866011
This book presents methods, data foundation,­ systems, and procedures, for the actual implementation of Basel II. The focus is exclusively on credit risk measurement under the IRB framework. Particularly, the book proposes to assist emerging market banks in delivering a suite of integrated...
Persistent link: https://www.econbiz.de/10010355609
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