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Ultron RealPower Smart Wallet - Tasche for 3 cr...
9,12 € *
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Kurzinfo: RealPower Smart Wallet - Tasche for 3 credit cards - Silikon Gruppe Tragetaschen Hersteller Ultron Hersteller Art. Nr. 249866 Modell RealPower Smart Wallet EAN/UPC 4040895004680 Produktbeschreibung: RealPower Smart Wallet - Tasche for 3 credit cards Produkttyp Tasche for 3 credit cards Abmessungen (Breite x Tiefe x Höhe) 5.8 cm x 0.3 cm x 9.4 cm Gewicht 21.6 g Material Silikon Ausführliche Details Allgemein Breite 5.8 cm Tiefe 0.3 cm Höhe 9.4 cm Gewicht 21.6 g Material Silikon Tragetasche Typ Tasche Empfohlene Verwendung For 3 credit cards

Anbieter: JACOB Computer
Stand: 13.07.2020
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JÜSCHA Alassio Credit Card Case - Tasche für Kr...
16,36 € *
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Kurzinfo: Alassio Credit Card Case - Tasche für Kreditkarte - Nappaleder - Schwarz Gruppe Tragetaschen Hersteller JÜSCHA Hersteller Art. Nr. 42016 EAN/UPC 4021068420162 Produktbeschreibung: Alassio Credit Card Case - Tasche für Kreditkarte Produkttyp Tasche für Kreditkarte Abmessungen (Breite x Tiefe x Höhe) 10.5 cm 7.5 cm Material Nappaleder Farbe Schwarz Ausführliche Details Allgemein Breite 10.5 cm Höhe 7.5 cm Material Nappaleder Farbe Schwarz Tragetasche Typ Tasche Empfohlene Verwendung Für Kreditkarte Schutz RFID-Blockierung Anzahl der Fächer 10 Fächer

Anbieter: JACOB Computer
Stand: 13.07.2020
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JÜSCHA Alassio Credit Card Case - Tasche für Kr...
14,04 € *
ggf. zzgl. Versand

Kurzinfo: Alassio Credit Card Case - Tasche für Kreditkarte - Nappaleder - Schwarz Gruppe Tragetaschen Hersteller JÜSCHA Hersteller Art. Nr. 42016 EAN/UPC 4021068420162 Produktbeschreibung: Alassio Credit Card Case - Tasche für Kreditkarte Produkttyp Tasche für Kreditkarte Abmessungen (Breite x Tiefe x Höhe) 10.5 cm 7.5 cm Material Nappaleder Farbe Schwarz Ausführliche Details Allgemein Breite 10.5 cm Höhe 7.5 cm Material Nappaleder Farbe Schwarz Tragetasche Typ Tasche Empfohlene Verwendung Für Kreditkarte Schutz RFID-Blockierung Anzahl der Fächer 10 Fächer

Anbieter: JACOB Computer
Stand: 13.07.2020
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The Basel II Risk Parameters
91,90 CHF *
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The estimation and validation of the Basel II risk parameters PD (default probability), LGD (loss given default), and EAD (exposure at default) is an important problem in banking practice. These parameters are used on the one hand as inputs to credit portfolio models, on the other to compute regulatory capital according to the new Basel rules. The book covers the state-of-the-art in designing and validating rating systems and default probability estimations. Furthermore, it presents techniques to estimate LGD and EAD. A chapter on stress testing of the Basel II risk parameters concludes the monograph. TOC:Hayden E., Porath, D.: Statistical Methods to Develop Rating Models.-Hayden E.: Estimation of a Rating Model for Corporate Exposures.-Porath, D.: Scoring Models for Retail Exposures.- Erlenmaier, U.: The Shadow Rating Approach: Experience from Banking Practice.- Pluto K., Tasche, D.: Estimation Probabilities of Default for Low Default Portfolios.- Rösch D., Scheule, H.: A Multi-Factor Approach for Systematic Default and Recovery Risk.- Hamerle A., Knapp M., Wildenauer N.: Modelling Loss Given Default: A 'Point in Time'-Approach.- Peter C.: Estimation Loss Given Default: Experiences from Banking Practice.- Gruber W., Parchert R.: Overview of EAD Estimation Concepts.- Moral G.: EAD Estimates for Facilities with Explicit Limits.- Blochwitz S., Hohl S.: Validation of Banks 'Internal Rating Systems': A Supervisory Perspective.- Engelmann B.: Measures of a Rating's Discriminative Power: Applications and Limitations.- Blochwitz S., Martin M.R.W., Wehn C.S.: Statistical Approaches to PD Validation.- Rauhmeier, R.: PD-Validation: Expericence from Banking Practice.- Grundlach V.M.: Development of Stress Tests for Credit Portfolios

Anbieter: Orell Fuessli CH
Stand: 13.07.2020
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The Basel II Risk Parameters
64,80 € *
ggf. zzgl. Versand

The estimation and validation of the Basel II risk parameters PD (default probability), LGD (loss given default), and EAD (exposure at default) is an important problem in banking practice. These parameters are used on the one hand as inputs to credit portfolio models, on the other to compute regulatory capital according to the new Basel rules. The book covers the state-of-the-art in designing and validating rating systems and default probability estimations. Furthermore, it presents techniques to estimate LGD and EAD. A chapter on stress testing of the Basel II risk parameters concludes the monograph. TOC:Hayden E., Porath, D.: Statistical Methods to Develop Rating Models.-Hayden E.: Estimation of a Rating Model for Corporate Exposures.-Porath, D.: Scoring Models for Retail Exposures.- Erlenmaier, U.: The Shadow Rating Approach: Experience from Banking Practice.- Pluto K., Tasche, D.: Estimation Probabilities of Default for Low Default Portfolios.- Rösch D., Scheule, H.: A Multi-Factor Approach for Systematic Default and Recovery Risk.- Hamerle A., Knapp M., Wildenauer N.: Modelling Loss Given Default: A 'Point in Time'-Approach.- Peter C.: Estimation Loss Given Default: Experiences from Banking Practice.- Gruber W., Parchert R.: Overview of EAD Estimation Concepts.- Moral G.: EAD Estimates for Facilities with Explicit Limits.- Blochwitz S., Hohl S.: Validation of Banks 'Internal Rating Systems': A Supervisory Perspective.- Engelmann B.: Measures of a Rating's Discriminative Power: Applications and Limitations.- Blochwitz S., Martin M.R.W., Wehn C.S.: Statistical Approaches to PD Validation.- Rauhmeier, R.: PD-Validation: Expericence from Banking Practice.- Grundlach V.M.: Development of Stress Tests for Credit Portfolios

Anbieter: Thalia AT
Stand: 13.07.2020
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