ENGLISH

From Basel 1 to Basel 3: The Integration of State of the Art Risk Modelling in Banking Regulation

By Laurent Balthazar

Book information

Publisher
Palgrave Macmillan
Year
2006
ISBN
1403948887, 9781403948885
Language
english
Format
PDF
Filesize
3 MB (3208937 bytes)
Series
Finance and Capital Markets
Pages
256\315
Time added
2013-11-28 05:07:30

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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