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![]( "Buchcover ISBN 9781403948885")
From Basel 1 to Basel 3
The Integration of State of the Art Risk Modelling in Banking Regulation
von L. BalthazarThe 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.
