Buchcover von Probability of Default
Buchtitel:

Probability of Default

Betascript Publishing (26.11.2010 )

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ISBN-13:

978-613-3-67143-0

ISBN-10:
6133671432
EAN:
9786133671430
Buchsprache:
Englisch
Klappentext:
Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. Probability of default (PD) is a parameter used in the calculation of economic capital or regulatory capital under Basel II for a banking institution. This is an attribute of a bank's client. The probability of default (also call Expected default frequency) is the likelihood that a loan will not be repaid and will fall into default. PD is calculated for each client who has a loan (for wholesale banking) or for a portfolio of clients with similar attributes (for retail banking). The credit history of the counterparty / portfolio and nature of the investment are taken into account to calculate the PD. There are many alternatives for estimating the probability of default. Default probabilities may be estimated from a historical data base of actual defaults using modern techniques like logistic regression. Default probabilities may also be estimated from the observable prices of credit default swaps, bonds, and options on common stock.
Verlag:
Betascript Publishing
Webseite:
https://www.betascript-publishing.com/
Herausgegeben von:
Lambert M. Surhone, Mariam T. Tennoe, Susan F. Henssonow
Seitenanzahl:
76
Veröffentlicht am:
26.11.2010
Lagerbestand:
Lieferbar
Kategorie:
Betriebswirtschaft
Preis:
34,00 €
Stichworte:
Economic Capital, Regulatory Capital, Basel II, Basel Accords

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