The aim of this study is to contribute to this understanding by answering the following questions: How do banks adjust capital ...
Lee mas
A distinguished international group of central bankers, commercial bankers, entrepreneurs, academic advisors, policymakers, ...
Lee mas
The present book criticizes the fact that profitability measures derived from capital market models such as the Sharpe ratio ...
Lee mas
Dealing with all aspects of risk management that have undergone significant innovation in recent years, this book aims at ...
Lee mas
The focus of this book is on the estimation and validation of the three key Basel II risk parameters, probability of default ...
Lee mas