ENGLISH

From Basel 1 to Basel 3: The Integration of State of the Art Risk Modelling in Banking Regulation (Finance and Capital Markets)

By Laurent Balthazar

Book information

Year
2006
ISBN
1403948887, 9781403948885, 9780230501171
Open Library ID
OL17233003M
Language
english
Format
PDF
Filesize
1 MB (1159035 bytes)
Pages
256\315
Topic
Economy
Time added
2011-06-04 13:46:07

Description

The book covers topics related to banking regulation and credit risk modelling. 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.

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