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

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Bibliographic Details
Imprint:	Berlin ; New York : Springer, c2006.
Description:	1 online resource (xv, 376 p.) : ill.
Language:	English
Subject:	Credit -- Mathematical models. Risk -- Mathematical models. Credit ratings -- Mathematical models. Credit -- Mathematical models. Risk -- Mathematical models.
Format:	E-Resource Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/8878370

Hidden Bibliographic Details
Varying Form of Title:	Basel two risk parameters
Other authors / contributors:	Engelmann, Bernd. Rauhmeier, Robert.
ISBN:	9783540330875 3540330879
Notes:	Includes bibliographical references and index. Description based on print version record.
Other form:	Print version: Basel II risk parameters. Berlin ; New York : Springer, c2006 3540330852 9783540330851

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