From Basel 1 to Basel 3: The integration of state of the art risk modelling in banking regulation. - Ebook. - Originally published in: 2006
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Basingstoke
Palgrave Macmillan
2006
|
| Schlagworte: | |
| Online-Zugang: | UBR01 Volltext |
| Beschreibung: | Adobe Ebook Reader Introduction PART 1: CURRENT BANKING REGULATION Basel 1 Market Risk Amendment Critics of Basel 1 PART 2: DESCRIPTION OF BASEL 2 Overview of the New Accord Pillar 1 - The solvency ratio Pillar 1 - Appendix Pillar 2 - Supervisory Review Process Pillar 3 - Market Discipline Potential Impacts of Basel 2 PART 3: IMPLEMENTING BASEL 2 Basel 2 and IT Systems Scoring Systems - Theoretical Aspects Scoring Systems - Case study LGD Implementation of the Accord PART 4: PILLAR 2, AN OPEN ROAD TO BASEL 3 From Basel 1 to Basel 3 The Basel 2 Model Extending the Model Integrating other Kinds of Risks Conclusions 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 |
| Beschreibung: | 1 Online-Ressource (320 p S.) |
| Format: | Document |
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| indexdate | 2024-07-09T22:55:07Z |
| institution | BVB |
| language | English |
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| spelling | Balthazar, Laurent Verfasser aut From Basel 1 to Basel 3 The integration of state of the art risk modelling in banking regulation. - Ebook. - Originally published in: 2006 Laurent Balthazar Basingstoke Palgrave Macmillan 2006 1 Online-Ressource (320 p S.) txt rdacontent c rdamedia cr rdacarrier Adobe Ebook Reader Introduction PART 1: CURRENT BANKING REGULATION Basel 1 Market Risk Amendment Critics of Basel 1 PART 2: DESCRIPTION OF BASEL 2 Overview of the New Accord Pillar 1 - The solvency ratio Pillar 1 - Appendix Pillar 2 - Supervisory Review Process Pillar 3 - Market Discipline Potential Impacts of Basel 2 PART 3: IMPLEMENTING BASEL 2 Basel 2 and IT Systems Scoring Systems - Theoretical Aspects Scoring Systems - Case study LGD Implementation of the Accord PART 4: PILLAR 2, AN OPEN ROAD TO BASEL 3 From Basel 1 to Basel 3 The Basel 2 Model Extending the Model Integrating other Kinds of Risks Conclusions 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 Document Investment & securities bicssc Finance and Accounting eflch Investment & securities / bicssc Finance and Accounting / eflch http://www.palgraveconnect.com/doifinder/10.1057/9780230501171 Verlag Volltext |
| spellingShingle | Balthazar, Laurent From Basel 1 to Basel 3 The integration of state of the art risk modelling in banking regulation. - Ebook. - Originally published in: 2006 Investment & securities bicssc Finance and Accounting eflch Investment & securities / bicssc Finance and Accounting / eflch |
| title | From Basel 1 to Basel 3 The integration of state of the art risk modelling in banking regulation. - Ebook. - Originally published in: 2006 |
| title_auth | From Basel 1 to Basel 3 The integration of state of the art risk modelling in banking regulation. - Ebook. - Originally published in: 2006 |
| title_exact_search | From Basel 1 to Basel 3 The integration of state of the art risk modelling in banking regulation. - Ebook. - Originally published in: 2006 |
| title_full | From Basel 1 to Basel 3 The integration of state of the art risk modelling in banking regulation. - Ebook. - Originally published in: 2006 Laurent Balthazar |
| title_fullStr | From Basel 1 to Basel 3 The integration of state of the art risk modelling in banking regulation. - Ebook. - Originally published in: 2006 Laurent Balthazar |
| title_full_unstemmed | From Basel 1 to Basel 3 The integration of state of the art risk modelling in banking regulation. - Ebook. - Originally published in: 2006 Laurent Balthazar |
| title_short | From Basel 1 to Basel 3 |
| title_sort | from basel 1 to basel 3 the integration of state of the art risk modelling in banking regulation ebook originally published in 2006 |
| title_sub | The integration of state of the art risk modelling in banking regulation. - Ebook. - Originally published in: 2006 |
| topic | Investment & securities bicssc Finance and Accounting eflch Investment & securities / bicssc Finance and Accounting / eflch |
| topic_facet | Investment & securities Finance and Accounting Investment & securities / bicssc Finance and Accounting / eflch |
| url | http://www.palgraveconnect.com/doifinder/10.1057/9780230501171 |
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