The Basel II Risk Parameters Estimation, Validation, Stress Testing - with Applications to Loan Risk Management - Engelmann, Bernd; Rauhmeier, Robert; SpringerLink (Online service) (Berlin, Heidelberg : Springer Berlin Heidelberg, 2011)
Keywords: Economics; Finance; Econometrics; Industrial management; Economics/Management Science; Finance/Investment/Banking.; Management/Business for Professionals; Quantitative Finance; Econometrics