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The Basel II Risk Parameters

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Cover of 'The Basel II Risk Parameters'

Table of Contents

  1. Altmetric Badge
    Book Overview
  2. Altmetric Badge
    Chapter 1 Statistical Methods to Develop Rating Models
  3. Altmetric Badge
    Chapter 2 Estimation of a Rating Model for Corporate Exposures
  4. Altmetric Badge
    Chapter 3 Scoring Models for Retail Exposures
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    Chapter 4 The Shadow Rating Approach: Experience from Banking Practice
  6. Altmetric Badge
    Chapter 5 Estimating Probabilities of Default for Low Default Portfolios
  7. Altmetric Badge
    Chapter 6 Transition Matrices: Properties and Estimation Methods
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    Chapter 7 A Multi-factor Approach for Systematic Default and Recovery Risk
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    Chapter 8 Modelling Loss Given Default: A “Point in Time”-Approach
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    Chapter 9 Estimating Loss Given Default: Experience from Banking Practice
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    Chapter 10 Possibilities of Estimating Exposures
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    Chapter 11 EAD Estimates for Facilities with Explicit Limits
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    Chapter 12 Validation of Banks’ Internal Rating Systems: A Supervisory Perspective
  14. Altmetric Badge
    Chapter 13 Measures of a Rating’s Discriminative Power: Applications and Limitations
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    Chapter 14 Statistical Approaches to PD Validation
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    Chapter 15 PD-Validation: Experience from Banking Practice
  17. Altmetric Badge
    Chapter 16 Development of Stress Tests for Credit Portfolios
  18. Altmetric Badge
    Chapter 17 Risk Management of Loans and Guarantees
  19. Altmetric Badge
    Chapter 18 Risk Management of Loans with Embedded Options
Attention for Chapter 3: Scoring Models for Retail Exposures
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Chapter title
Scoring Models for Retail Exposures
Chapter number 3
Book title
The Basel II Risk Parameters
Published by
Springer, Berlin, Heidelberg, January 2011
DOI 10.1007/978-3-642-16114-8_3
Book ISBNs
978-3-64-216113-1, 978-3-64-216114-8
Authors

Daniel Porath

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Mendeley readers

Mendeley readers

The data shown below were compiled from readership statistics for 1 Mendeley reader of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
Unknown 1 100%

Demographic breakdown

Readers by professional status Count As %
Other 1 100%
Readers by discipline Count As %
Mathematics 1 100%

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