From Basel 1 to Basel 3: The Integration of State of the Art Risk Modelling in Bankin... (Bog, Hardback, Engelsk)

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

(Bog, Hardback, Engelsk)
Forfatter: L. Balthazar



Forlag: Palgrave USA

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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 USA
Forfatter L. Balthazar
Type Bog
Format Hardback
Sprog Engelsk
Udgave 2006 ed.
Udgivelsesdato 31-08-2006
Første udgivelsesår 2006
Serie Finance and Capital Markets Series
Illustrationer XIX, 294 p.
Originalsprog United States
Sideantal 294
Indbinding Hardback
Forlag Palgrave USA
Sideoplysninger 294 pages, XIX, 294 p.
Mål 237 x 165 x 24
ISBN-13 / EAN-13 9781403948885