LIBROS DEL AUTOR: lampros kalyvas

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  • Final Basel III Modelling
    Ioannis Akkizidis / Lampros Kalyvas
    This book provides a concise and practical guidance on the implementation analysis of the new revised standards of the Basel Committee on Banking Supervision (BCBS) on the supervision of the international banking system. Based on publicly available data on default rates and realised loss-given-default rates, it provides an analysis of credit and market risk, assessing the exten...
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    81,15 €