This volume contains a selection of papers referring to lectures presented at the symposium Operations Research 2006 held at the University of Karlsruhe. The symposium presented the state of the art in Operations Research and related areas in Economics, Mathematics, and Computer Science and demonstrated the broad applicability of its core themes, placing particular emphasis on Basel II, one of the most topical challenges of Operations Research.One of the main differences in measuring capital requirements for credit risk due to the Internal Ratings Based ... Whereas in the Advanced IRBA own models for estimating the effects of collaterals can be used, in the Foundation IRBA concrete anbsp;...
|Title||:||Operations Research Proceedings 2006|
|Author||:||Karl-Heinz Waldmann, Ulrike M. Stocker|
|Publisher||:||Springer Science & Business Media - 2007-08-11|