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 - Books - Palgrave USA - 9781403948885 - August 31, 2006
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L. Balthazar
From Basel 1 to Basel 3: The Integration of State of the Art Risk Modelling in Banking Regulation - Finance and Capital Markets Series 2006 edition

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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.

300 pages, illustrations

Media Books     Hardcover Book   (Book with hard spine and cover)
Released August 31, 2006
ISBN13 9781403948885
Publishers Palgrave USA
Pages 294
Dimensions 165 × 237 × 24 mm   ·   622 g

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