From Basel 1 to Basel 3 von L. Balthazar | The Integration of State of the Art Risk Modelling in Banking Regulation | ISBN 9780230501171

From Basel 1 to Basel 3

The Integration of State of the Art Risk Modelling in Banking Regulation

von L. Balthazar
Buchcover From Basel 1 to Basel 3 | L. Balthazar | EAN 9780230501171 | ISBN 0-230-50117-6 | ISBN 978-0-230-50117-1

From Basel 1 to Basel 3

The Integration of State of the Art Risk Modelling in Banking Regulation

von L. Balthazar
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.