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:
Online Access:Connect to the full text of this electronic book
Description
Item Description:Electronic resource.
Title from PDF title page (SpringerLink, viewed Apr. 27, 2011).
Physical Description:1 online resource.
Bibliography:Includes bibliographical references and index.
ISBN:3642161146
9783642161148
DOI:10.1007/978-3-642-16114-8