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The Basel II Risk Parameters
Editor
- Bernd Engelmann(Quanteam Dr. Bernd Engelmann und Sören Gerlach GbR)Robert Rauhmeier(Dresdner Bank AG)
Abstract
Individual chapters are listed in the "Chapters" tab
Suggested Citation
DOI: 10.1007/3-540-33087-9
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Book Chapters
The following chapters of this book are listed in IDEAS- Evelyn Hayden & Daniel Porath, 2006. "Statistical Methods to Develop Rating Models," Springer Books, in: Bernd Engelmann & Robert Rauhmeier (ed.), The Basel II Risk Parameters, chapter 0, pages 1-12, Springer.
- Evelyn Hayden, 2006. "Estimation of a Rating Model for Corporate Exposures," Springer Books, in: Bernd Engelmann & Robert Rauhmeier (ed.), The Basel II Risk Parameters, chapter 0, pages 13-24, Springer.
- Daniel Porath, 2006. "Scoring Models for Retail Exposures," Springer Books, in: Bernd Engelmann & Robert Rauhmeier (ed.), The Basel II Risk Parameters, chapter 0, pages 25-37, Springer.
- Ulrich Erlenmaier, 2006. "The Shadow Rating Approach — Experience from Banking Practice," Springer Books, in: Bernd Engelmann & Robert Rauhmeier (ed.), The Basel II Risk Parameters, chapter 0, pages 39-77, Springer.
- Katja Pluto & Dirk Tasche, 2006. "Estimating Probabilities of Default for Low Default Portfolios," Springer Books, in: Bernd Engelmann & Robert Rauhmeier (ed.), The Basel II Risk Parameters, chapter 0, pages 79-103, Springer.
- Daniel Rösch & Harald Scheule, 2006. "A Multi-Factor Approach for Systematic Default and Recovery Risk," Springer Books, in: Bernd Engelmann & Robert Rauhmeier (ed.), The Basel II Risk Parameters, chapter 0, pages 105-125, Springer.
- Alfred Hamerle & Michael Knapp & Nicole Wildenauer, 2006. "Modelling Loss Given Default: A “Point in Time”-Approach," Springer Books, in: Bernd Engelmann & Robert Rauhmeier (ed.), The Basel II Risk Parameters, chapter 0, pages 127-142, Springer.
- Christian Peter, 2006. "Estimating Loss Given Default — Experiences from Banking Practice," Springer Books, in: Bernd Engelmann & Robert Rauhmeier (ed.), The Basel II Risk Parameters, chapter 0, pages 143-175, Springer.
- Walter Gruber & Ronny Parchert, 2006. "Overview of EAD Estimation Concepts," Springer Books, in: Bernd Engelmann & Robert Rauhmeier (ed.), The Basel II Risk Parameters, chapter 0, pages 177-196, Springer.
- Gregorio Moral, 2006. "EAD Estimates for Facilities with Explicit Limits," Springer Books, in: Bernd Engelmann & Robert Rauhmeier (ed.), The Basel II Risk Parameters, chapter 0, pages 197-242, Springer.
- Stefan Blochwitz & Stefan Hohl, 2006. "Validation of Banks’ Internal Rating Systems - A Supervisory Perspective," Springer Books, in: Bernd Engelmann & Robert Rauhmeier (ed.), The Basel II Risk Parameters, chapter 0, pages 243-262, Springer.
- Bernd Engelmann, 2006. "Measures of a Rating’s Discriminative Power — Applications and Limitations," Springer Books, in: Bernd Engelmann & Robert Rauhmeier (ed.), The Basel II Risk Parameters, chapter 0, pages 263-287, Springer.
- Stefan Blochwitz & Marcus R. W. Martin & Carsten S. Wehn, 2006. "Statistical Approaches to PD Validation," Springer Books, in: Bernd Engelmann & Robert Rauhmeier (ed.), The Basel II Risk Parameters, chapter 0, pages 289-306, Springer.
- Robert Rauhmeier, 2006. "PD-Validation — Experience from Banking Practice," Springer Books, in: Bernd Engelmann & Robert Rauhmeier (ed.), The Basel II Risk Parameters, chapter 0, pages 307-346, Springer.
- Volker Matthias Gundlach, 2006. "Development of Stress Tests for Credit Portfolios," Springer Books, in: Bernd Engelmann & Robert Rauhmeier (ed.), The Basel II Risk Parameters, chapter 0, pages 347-368, Springer.
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