Related Books
Language: en
Pages: 432
Pages: 432
Type: BOOK - Published: 2011-03-31 - Publisher: Springer Science & Business Media
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 importan
Language: en
Pages: 384
Pages: 384
Type: BOOK - Published: 2006-08-24 - Publisher: Springer Science & Business Media
A critical problem in the practice of banking risk assessment is the estimation and validation of the Basel II risk parameters PD (default probability), LGD (lo
Language: en
Pages: 294
Pages: 294
Type: BOOK - Published: 2004 - Publisher: Lulu.com
Language: en
Pages: 50
Pages: 50
Type: BOOK - Published: 2012-03-01 - Publisher: International Monetary Fund
In this paper, we provide an overview of the concerns surrounding the variations in the calculation of risk-weighted assets (RWAs) across banks and jurisdiction
Language: en
Pages: 390
Pages: 390
Type: BOOK - Published: 2016-05-09 - Publisher: Cambridge University Press
This book explains how a proper credit risk management framework enables banks to identify, assess and manage the risk proactively.
