Calculation of interest rates according to Basel II
In modern creditriskmanagement since Basel II, losses were seen as the conclusion of a calculated acceptance of a risk.1 These calculated wastages need to be coverd by the price of a credit, therefor a solid methodology, a statistic founded costing, is needed. In this term paper we will have a closer look at the determination of a riskadequate credit pricing, according to Basel II. Requirements to the banking industry, effects on the market and the calculation itself will be pictured.
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