The Basel II risk parameters : estimation, validation, and stress testing /

Bibliographic Details
Corporate Author:	SpringerLink (Online service)
Other Authors:	Engelmann, Bernd, Rauhmeier, Robert
Format:	eBook
Language:	English
Published:	Berlin ; New York : Springer, [2006]
Subjects:	Credit ratings > Mathematical models. Credit > Mathematical models. Risk > Mathematical models. Electronic books.
Online Access:	Connect to the full text of this electronic book

Description
Item Description:	Electronic resource.
Physical Description:	xv, 376 pages : illustrations ; 24 cm.
Bibliography:	Includes bibliographical references and index.
ISBN:	3540330879 9783540330875
DOI:	10.1007/3-540-33087-9