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From Basel 1 to Basel 3: The Integration of State of the Art Risk Modelling in Banking Regulation - Finance and Capital Markets Series L. Balthazar 1st ed. 2006 edition
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From Basel 1 to Basel 3: The Integration of State of the Art Risk Modelling in Banking Regulation - Finance and Capital Markets Series
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.
294 pages, XIX, 294 p.
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | 2006 |
| ISBN13 | 9781349525256 |
| Publishers | Palgrave Macmillan |
| Pages | 294 |
| Dimensions | 150 × 220 × 10 mm · 444 g |
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