Spara
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.
- Undertitel
- The Integration of State of the Art Risk Modelling in Banking Regulation
- Författare
- L. Balthazar
- Upplaga
- 1st ed. 2006
- ISBN
- 9781349525256
- Språk
- Engelska
- Vikt
- 310 gram
- Utgivningsdatum
- 1.1.2006
- Förlag
- Palgrave Macmillan
- Sidor
- 294
