The Basel II Risk Parameters: Estimation, Validation, Stress Testing - with Applications to Loan Risk Management - Image 1

£58.49

Springer The Basel II Risk Parameters: Estimation, Validation, Stress Testing - with Applications to Loan Risk Management

Name: The Basel II Risk Parameters: Estimation, Validation, Stress Testing - with Applications to Loan Risk Management
Brand: Springer
Price: 58.49 GBP
Availability: InStock

Econometrics

This is the most expensive it has ever been. Walk away.

£58 today · previous high £58 · all-time low £58

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 72 days · 72 data points (no recent data)

Historical

Generating forecast…

Price Distribution

Price distribution over 72 days • 1 price levels

Days at Price

Price Analysis

Most common price: £58 (72 days, 100.0%)

Price range: £58 - £58

Price levels: 1 different prices over 72 days

Description

The estimation and the validation of the Basel II risk parameters PD (default probability), LGD (loss given fault), and EAD (exposure at default) is an important problem in banking practice. These parameters are used on the one hand as inputs to credit portfolio models and in loan pricing frameworks, on the other to compute regulatory capital according to the new Basel rules. This book covers the state-of-the-art in designing and validating rating systems and default probability estimations. Furthermore, it presents techniques to estimate LGD and EAD and includes a chapter on stress testing of the Basel II risk parameters. The second edition is extended by three chapters explaining how the Basel II risk parameters can be used for building a framework for risk-adjusted pricing and risk management of loans.

Product Specifications

Brand: Springer
Format: paperback
ASIN: 3642442358
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 11 October 2014
Listed Since: 11 October 2014

Barcode

No barcode data available

Springer The Basel II Risk Parameters: Estimation, Validation, Stress Testing - with Applications to Loan Risk Management

This is the most expensive it has ever been. Walk away.

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Credit Risk Management: Basic Concepts: Financial Risk Components, Rating Analysis, Models, Economic and Regulatory Capital

Bank Management and Control: Strategy, Pricing, Capital and Risk Management (Management for Professionals)

Integrating Market, Credit and Operational Risk: A Complete Guide for Bankers and Risk Professionals

Examining magnitude of Operational Risk in Lending Process: Application of Banks

Risk Management and Capital Adequacy (PROFESSIONAL FINANCE & INVESTM)

Risk Assessment and Financial Regulation in Emerging Markets' Banking: Trends and Prospects (Advanced Studies in Emerging Markets Finance)

Operational Risk Control with Basel II: Basic Principles and Capital Requirements

Practical Credit Risk and Capital Modeling, and Validation: CECL, Basel Capital, CCAR, and Credit Scoring with Examples (Management for Professionals)

Practical Credit Risk and Capital Modeling, and Validation: CECL, Basel Capital, CCAR, and Credit Scoring with Examples (Management for Professionals)

Kreditrisikomessung: Statistische Grundlagen, Methoden und Modellierung

Guide to Optimal Operational Risk and BASEL II

Advances in Operational Risk: Firm-wide Issues for Financial Institutions

Risk Management Post Financial Crisis: A Period of Monetary Easing: 96 (Contemporary Studies in Economic and Financial Analysis, 96)

Analyzing and Managing Banking Risk: A Framework for Assessing Corporate Governance and Financial Risk (World Bank Training)

Credit Risk Management In and Out of the Financial Crisis: New Approaches to Value at Risk and Other Paradigms: 528 (Wiley Finance)

CRR III: The EU Implementation of Basel IV - the Next Generation of Risk Weighted Assets

Credit-Risk Modelling: Theoretical Foundations, Diagnostic Tools, Practical Examples, and Numerical Recipes in Python

Wiley Foundations of Financial Risk - GARP Expert Guide

Risk Management in Credit Portfolios: Concentration Risk and Basel II (Contributions to Economics)

Bank Risk Management in Developing Economies: Addressing the Unique Challenges of Domestic Banks

Risk Management in Credit Portfolios: Concentration Risk and Basel II: 0 (Contributions to Economics)

Emerging Trends in Smart Banking: Risk Management Under Basel II and III (Research Essentials Collection)

Fundamental Aspects of Operational Risk and Insurance Analytics: A Handbook of Operational Risk (Wiley Handbooks in Financial Engineering and Econometrics)

Introduction to Credit Risk Modeling (Chapman and Hall/CRC Financial Mathematics Series)