From Basel 1 to Basel 3: The Integration of State of the Art Risk Modelling in Bankin... (Bog, Paperback / softback, Engelsk)
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From Basel 1 to Basel 3: The Integration of State of the Art Risk Modelling in Banking Regulation

(Bog, Paperback / softback, Engelsk)
Forfatter: L. Balthazar
From Basel 1 to Basel 3: The Integration of State of the Art Risk Modelling in Banking Regulation
Forlag: Palgrave Macmillan

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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.

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Forlag Palgrave Macmillan
Forfatter L. Balthazar
Type Bog
Format Paperback / softback
Sprog Engelsk
Udgave 1st ed. 2006
Udgivelsesdato 01-01-2006
Første udgivelsesår 2006
Serie Finance and Capital Markets Series
Illustrationer XIX, 294 p.
Originalsprog United Kingdom
Sideantal 294
Indbinding Paperback / softback
Forlag Palgrave Macmillan
Sideoplysninger 294 pages, XIX, 294 p.
Mål 235 x 155
ISBN-13 / EAN-13 9781349525256