Essays about: "master thesis IT Basel II"
Found 1 essay containing the words master thesis IT Basel II.
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1. A qualitative and quantitative analysis of the risk parameter LGD based on the Basel II Framework
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : Title: A qualitative and quantitative analysis of the risk parameter LGD based on the Basel II Framework Seminar date: 27 January 2007 Course: Financial Economy, Master Thesis, 10 poäng (15 ECTS) Author: Helén Dybing Advisor: Hans Byström Key words: LGD, LTV, Risk, Basel II, Estimation model Purpose: The purpose of this thesis is to get a deeper understanding of the risk parameter LGD and try to identify which variables drive it and how. Further the purpose of analysing the LGD/LTV relationship is to see how the risk parameter interacts with other parameters that are included in risk management. READ MORE