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

315 Pages·2006·1.321 MB·English
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by Laurent Balthazar| 2006| 315 pages| 1.321| English

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

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.

Detailed Information

Author:Laurent Balthazar
Publication Year:2006
ISBN:9780230501171
Pages:315
Language:English
File Size:1.321
Format:PDF
Price:FREE
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