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The Basel II Risk Parameters
Language: en
Pages: 432
Authors: Bernd Engelmann
Categories: Business & Economics
Type: BOOK - Published: 2011-03-31 - Publisher: Springer Science & Business Media

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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
The Basel II Risk Parameters
Language: en
Pages: 384
Authors: Bernd Engelmann
Categories: Business & Economics
Type: BOOK - Published: 2006-08-24 - Publisher: Springer Science & Business Media

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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
International Convergence of Capital Measurement and Capital Standards
Language: en
Pages: 294
Authors:
Categories: Bank capital
Type: BOOK - Published: 2004 - Publisher: Lulu.com

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Revisiting Risk-Weighted Assets
Language: en
Pages: 50
Authors: Vanessa Le Leslé
Categories: Business & Economics
Type: BOOK - Published: 2012-03-01 - Publisher: International Monetary Fund

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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
Managing Portfolio Credit Risk in Banks: An Indian Perspective
Language: en
Pages: 390
Authors: Arindam Bandyopadhyay
Categories: Business & Economics
Type: BOOK - Published: 2016-05-09 - Publisher: Cambridge University Press

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This book explains how a proper credit risk management framework enables banks to identify, assess and manage the risk proactively.