From Basel 1 to Basel 3
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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
- Balthazar L.
- ISBN
- 9781349525256
- Språk
- engelska
- Vikt
- 281 gram
- Utgivningsdatum
- 2006-01-01
- Förlag
- Palgrave Macmillan
- Sidor
- 294
