A Decision Management Approach to Basel II Compliant Credit Risk Management1 Peter van der Putten Chordiant Software
by
Arnold Koudijs
,
Rob Walker
BibTeX
@MISC{Koudijs_adecision,
author = {Arnold Koudijs and Rob Walker},
title = {A Decision Management Approach to Basel II Compliant Credit Risk Management1 Peter van der Putten Chordiant Software},
year = {}
}
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Abstract
In this paper we highlight some high level requirements for Basel II compliant credit risk management and share a decision management approach to this problem as a case example of a real world business data mining application.
Citations
| 5 | Committee on Banking Supervision: Overview of The New Basel Capital Accord - Basel - 2001 |
