Tallenna
From Basel 1 to Basel 3
The proposed rules are presented and key issues regarding implementation of the accord identified. The model used to calibrate the capital requirements under Basel 2 is analyzed and projected forward to present what could be key new elements in the future Basel 3 regulation. A CD-ROM is included to illustrate regulator models.
- Alaotsikko
- The Integration of State of the Art Risk Modelling in Banking Regulation
- Kirjailija
- L. Balthazar
- Painos
- 2006 ed.
- ISBN
- 9781403948885
- Kieli
- englanti
- Paino
- 446 grammaa
- Julkaisupäivä
- 31.8.2006
- Kustantaja
- Palgrave Macmillan
- Sivumäärä
- 294
