The Basel II risk parameters : estimation, validation, stress testing - with applications to loan risk management /

Bibliographic Details
Main Author:	Engelmann, Bernd
Other Authors:	Rauhmeier, Robert
Format:	eBook
Language:	English
Published:	Heidelberg ; New York : Springer, 2011.
Edition:	2nd ed.
Subjects:	Credit ratings > Mathematical models. Credit > Mathematical models. Econometrics. Industrial management. Risk > Mathematical models. Electronic books.
Online Access:	Connect to the full text of this electronic book

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