Dòng Nội dung
1
Financial risk manager handbook / Philippe Jorion.
Hoboken, N.J. : Wiley, 2003
713 p. ; 29 cm.
2
Financial risk manager handbook plus test bank : FRM Part I/Part II / Philippe Jorion
Hoboken, N.J. : Wiley, 2011
xvi, 798 p. ; 28 cm.
3
The Basel II Risk Parameters Estimation, Validation, Stress Testing - with Applications to Loan Risk Management / Bernd Engelmann, Robert Rauhmeier editors.
Berlin : Springer Berlin, 2011
XIV, 426 : ill. ; 24cm.

The estimation and the validation of the Basel II risk parameters PD (default probability), LGD (loss given fault), and EAD (exposure at default) is an important problem in banking practice.