ENGLISH

Economic Capital Allocation with Basel II: Cost, Benefit and Implementation Procedures

By Dimitris N. Chorafas

Book information

Year
2004
ISBN
0750661828, 9780750661829, 9780080472560
LCC
HG1725 .C49 2004
Open Library ID
OL22579455M
Language
english
Format
PDF
Filesize
3 MB (3620958 bytes)
Edition
1
Pages
448\441
Topic
Economy
Time added
2011-06-04 13:46:07

Description

This book is a complimentary follow-on book to Operational Risk Control with Basel II. While the previous book focuses on operational risk, Economic Capital Allocation provides an overview of credit risk within the context of the Basel II accords.The book provides:* comprehensive coverage of the evolution of the banking industry with Basel II in mind* extensive information on the capital requirements for bank liquidity and solvency * coverage of the new rules as laid down by the supervisory authorities of the Group of Ten industrialized nations* key information on the technical requirements for credit institutions such as: new credit rating scales, modeling of credit risk, control of operational risks, and, novel ways and means for the management of exposure to Credit Risk * Basel II accords must be implemented by 2006 and require 2 years preparation for proper implementation* Author at the forefront in the development of the Basel II Capital Adequacy Accord * Based on intensive research in the US, UK and continental Europe

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