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

Balthazar, L.

 
9781349525249: From Basel 1 to Basel 3: The Integration of State of the Art Risk Modelling in Banking Regulation

Al momento non sono disponibili copie per questo codice ISBN.

Sinossi

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.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Altre edizioni note dello stesso titolo

9781403948885: From Basel 1 to Basel 3: The Integration of State-of-the-art Risk Modelling in Banking Regulation

Edizione in evidenza

ISBN 10:  1403948887 ISBN 13:  9781403948885
Casa editrice: Palgrave Macmillan, 2006
Rilegato