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The Basel II risk parametersestimati...

Engelmann, Bernd.

The Basel II risk parametersestimation, validation, stress testing - with applications to loan risk management /

Record Type:	Electronic resources : Monograph/item
Title/Author:	The Basel II risk parametersedited by Bernd Engelmann, Robert Rauhmeier.
Reminder of title:	estimation, validation, stress testing - with applications to loan risk management /
other author:	Engelmann, Bernd.
Published:	Berlin, Heidelberg :Springer-Verlag Berlin Heidelberg,2011.
Description:	xiv, 426 p. :ill., digital ;24 cm.
Contained By:	Springer eBooks
Subject:	Econometrics.
Online resource:	http://dx.doi.org/10.1007/978-3-642-16114-8
ISBN:	9783642161148 (electronic bk.)

The Basel II risk parametersestimation, validation, stress testing - with applications to loan risk management /
The Basel II risk parametersestimation, validation, stress testing - with applications to loan risk management /[electronic resource] :edited by Bernd Engelmann, Robert Rauhmeier. - 2nd ed. - Berlin, Heidelberg :Springer-Verlag Berlin Heidelberg,2011. - xiv, 426 p. :ill., digital ;24 cm.

ISBN: 9783642161148 (electronic bk.)Subjects--Topical Terms:

182271
Econometrics.

LC Class. No.: HG3701 / .B27 2011

Dewey Class. No.: 332.7015195

The Basel II risk parametersestimation, validation, stress testing - with applications to loan risk management /
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020 $a 9783642161148 (electronic bk.)
020 $a 9783642161131 (paper)
035 $a 978-3-642-16113-1
050 0 4 $a HG3701 $b .B27 2011
082 0 4 $a 332.7015195 $2 22
090 $a HG3701 $b .B299 2011
245 0 4 $a The Basel II risk parameters $h [electronic resource] : $b estimation, validation, stress testing - with applications to loan risk management / $c edited by Bernd Engelmann, Robert Rauhmeier.
250 $a 2nd ed.
260 $a Berlin, Heidelberg : $b Springer-Verlag Berlin Heidelberg, $c 2011.
300 $a xiv, 426 p. : $b ill., digital ; $c 24 cm.
650 0 $a Econometrics. $3 182271
650 0 $a Industrial management. $3 174961
650 0 $a Credit $x Mathematical models. $3 205756
650 0 $a Risk $x Mathematical models. $3 266525
650 0 $a Credit ratings $x Mathematical models. $3 493747
650 1 4 $a Economics/Management Science. $3 273684
650 2 4 $a Finance/Investment/Banking. $3 511434
650 2 4 $a Management/Business for Professionals. $3 283813
650 2 4 $a Quantitative Finance. $3 274071
700 1 $a Engelmann, Bernd. $3 259642
700 1 $a Rauhmeier, Robert. $3 259643
710 2 $a SpringerLink (Online service) $3 273601
773 0 $t Springer eBooks
856 4 0 $u http://dx.doi.org/10.1007/978-3-642-16114-8
950 $a Business and Economics (Springer-11643)