↓ Skip to main content
What is this page? Embed badge

The Basel II Risk Parameters

Overview of attention for book
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
  5. Altmetric Badge
    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
  8. Altmetric Badge
    Chapter 7 A Multi-factor Approach for Systematic Default and Recovery Risk
  9. Altmetric Badge
    Chapter 8 Modelling Loss Given Default: A “Point in Time”-Approach
  10. Altmetric Badge
    Chapter 9 Estimating Loss Given Default: Experience from Banking Practice
  11. Altmetric Badge
    Chapter 10 Possibilities of Estimating Exposures
  12. Altmetric Badge
    Chapter 11 EAD Estimates for Facilities with Explicit Limits
  13. Altmetric Badge
    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
  15. Altmetric Badge
    Chapter 14 Statistical Approaches to PD Validation
  16. Altmetric Badge
    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 6: Transition Matrices: Properties and Estimation Methods
Altmetric Badge

Citations

dimensions_citation
45 Dimensions
Summary Dimensions citations
So far, Dimensions has found 45 publications that cite this research output.

45

The most recent citing publications are shown below. View all 45 publications that cite this research output on Dimensions.

This page shows the most recent citations of this research output.

Click here to find out how to access more activity.

This page is provided by Altmetric.