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. These par
This book constitutes the refereed proceedings of the 39th German Conference on Pattern Recognition, GCPR 2017, held in Basel, Switzerland, in September 2017.The 33 revised full papers presented were
In December 2017 the Basel committee finalised its work on the reform of the Basel III framework. Together with requirements already published in 2015 and 2016, the Basel committee changes all approac
"This book is about the new capital adequacy framework -- known as Basel II -- approved by the Basel Committee in 2004. It aims to discuss Basel II implementation in different categories of developing
