From Basel 1 to Basel 3 : The Integration of State of the Art Risk Modelling in Banking Regulation PDF
by L. Balthazar
Part of the Finance and Capital Markets Series series
- Information
Description
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.
Information
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Download Now
- Format:PDF
- Publisher:Palgrave Macmillan UK
- Publication Date:31/08/2006
- Category:
- ISBN:9780230501171
Information
-
Download Now
- Format:PDF
- Publisher:Palgrave Macmillan UK
- Publication Date:31/08/2006
- Category:
- ISBN:9780230501171
