The Basel II risk parameters :  estimation, validation, and stress testing-with applications to loan risk management / 
Bernd Engelmann, Robert Rauhmeier (editors) 
 - 2nd ed. 
 - Berlin ;  New York :  Springer,  c2011. 
 - ix, 426 p. :  ill. ;  24 cm. 
<br/><br/> Fakulti Keusahawanan & Perniagaan. 
<br/><br/>Includes bibliography references and index. 
<br/><br/><label>ISBN: </label>9783642161131 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Credit ratings--Mathematical models.<br/>Credit--Mathematical models.<br/>Risk--Mathematical models.