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

Author(s)

• Engelmann, Bernd
• Rauhmeier, Robert

Bibliographic Information

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

Bernd Engelmann, Robert Rauhmeier (editors)

Springer, c2006

Note

Includes bibliographical references and index

Details

• NCID: BA79439293
• ISBN:
  • 9783540330851
• Country Code: gw
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Berlin
• Pages/Volumes: xv, 376 p.
• Size: 24 cm
• Classification:
  • SG : 650