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


From Basel 1 to Basel 3: The Integration of State of the Art Risk Modelling in Banking Regulation
Name From Basel 1 to Basel 3: The Integration of State of the Art Risk Modelling in Banking Regulation
Author Laurent Balthazar
Description The book covers topics related to banking regulation and credit risk modelling. 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.
Publisher Palgrave Macmillan
Language Not Available
Rating 4.0
ISBN 1403948887
Total Pages 256
Published Year 2006
Published Month 14
Published Day 11
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