Spar
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.
- Undertittel
- The Integration of State of the Art Risk Modelling in Banking Regulation
- Forfatter
- L. Balthazar
- Opplag
- 1st ed. 2006
- ISBN
- 9781349525256
- Språk
- Engelsk
- Vekt
- 310 gram
- Utgivelsesdato
- 1.1.2006
- Forlag
- Palgrave Macmillan
- Antall sider
- 294
