The Basel II Risk Parameters: Estimation, Validation, and Stress Testing Год выпуска: 2006Издательство: Страниц: 376ISBN: 3540330852Описание The estimation and validation of the Basel II risk parameters PD (default probability), LGD (loss given default), 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, on the other to compute regulatory capital according to the new Basel rules. The 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. A chapter on stress testing of the Basel II risk parameters concludes the monograph.
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Александр С добрым, великолепным, вас утром, Дорогая Марина Михайловна! Извините за такую фамильярность. Но не могу сдержать эмоции. Ознакомился с содержимым диплома и наполнился прям какой-то уверенностью, которой у меня небыло всё последнее время. Я даже пытался сам что-то писать. Но совершенно в этом не приуспел. Поэтому сейчас так рад, что петь хочется.Спасибо вам! Огромное спасибо за помощь! За вашу Честность и порядочность! С Уважением!
