Economic capital allocation with Basel II: cost, benefit and implementation procedures
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Amsterdam
Elsevier, Butterworth Heinmann
2004
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | This book is a complimentary follow-on book to Operational Risk Control with Basel II. While the previous book focuses on operational risk, Economic Capital Allocation provides an overview of credit risk within the context of the Basel II accords. The book provides: * comprehensive coverage of the evolution of the banking industry with Basel II in mind * extensive information on the capital requirements for bank liquidity and solvency * coverage of the new rules as laid down by the supervisory authorities of the Group of Ten industrialized nations * key information on the technical requirements for credit institutions such as: new credit rating scales, modeling of credit risk, control of operational risks, and, novel ways and means for the management of exposure to Credit Risk * Basel II accords must be implemented by 2006 and require 2 years preparation for proper implementation * Author at the forefront in the development of the Basel II Capital Adequacy Accord * Based on intensive research in the US, UK and continental Europe Includes bibliographical references and index |
| Beschreibung: | 1 Online-Ressource (xxx, 409 p.) |
| ISBN: | 9780750661829 0750661828 9780080472560 0080472567 |
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Datensatz im Suchindex
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|---|---|
| any_adam_object | |
| author | Chorafas, Dimitris N. |
| author_facet | Chorafas, Dimitris N. |
| author_role | aut |
| author_sort | Chorafas, Dimitris N. |
| author_variant | d n c dn dnc |
| building | Verbundindex |
| bvnumber | BV042316536 |
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| dewey-full | 332/.041 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332/.041 |
| dewey-search | 332/.041 |
| dewey-sort | 3332 241 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| indexdate | 2024-07-10T01:18:15Z |
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| isbn | 9780750661829 0750661828 9780080472560 0080472567 |
| language | English |
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| spelling | Chorafas, Dimitris N. Verfasser aut Economic capital allocation with Basel II cost, benefit and implementation procedures Dimitris N. Chorafas Amsterdam Elsevier, Butterworth Heinmann 2004 1 Online-Ressource (xxx, 409 p.) txt rdacontent c rdamedia cr rdacarrier This book is a complimentary follow-on book to Operational Risk Control with Basel II. While the previous book focuses on operational risk, Economic Capital Allocation provides an overview of credit risk within the context of the Basel II accords. The book provides: * comprehensive coverage of the evolution of the banking industry with Basel II in mind * extensive information on the capital requirements for bank liquidity and solvency * coverage of the new rules as laid down by the supervisory authorities of the Group of Ten industrialized nations * key information on the technical requirements for credit institutions such as: new credit rating scales, modeling of credit risk, control of operational risks, and, novel ways and means for the management of exposure to Credit Risk * Basel II accords must be implemented by 2006 and require 2 years preparation for proper implementation * Author at the forefront in the development of the Basel II Capital Adequacy Accord * Based on intensive research in the US, UK and continental Europe Includes bibliographical references and index Basel Committee on Banking Supervision Basler Eigenkapitalvereinbarung (DE-588)4679731-2 gnd rswk-swf BUSINESS & ECONOMICS / Finance bisacsh Banks and banking / State supervision fast Capital fast Credit fast Risk management fast Basler Eigenkapitalvereinbarung (2001) swd Bankenaufsicht swd Bank Wirtschaft Banks and banking State supervision Risk management Capital Credit Bankenaufsicht (DE-588)4004450-6 gnd rswk-swf Bankenaufsicht (DE-588)4004450-6 s 1\p DE-604 Basel Committee on Banking Supervision Basler Eigenkapitalvereinbarung (DE-588)4679731-2 u 2\p DE-604 http://www.sciencedirect.com/science/book/9780750661829 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Chorafas, Dimitris N. Economic capital allocation with Basel II cost, benefit and implementation procedures Basel Committee on Banking Supervision Basler Eigenkapitalvereinbarung (DE-588)4679731-2 gnd BUSINESS & ECONOMICS / Finance bisacsh Banks and banking / State supervision fast Capital fast Credit fast Risk management fast Basler Eigenkapitalvereinbarung (2001) swd Bankenaufsicht swd Bank Wirtschaft Banks and banking State supervision Risk management Capital Credit Bankenaufsicht (DE-588)4004450-6 gnd |
| subject_GND | (DE-588)4679731-2 (DE-588)4004450-6 |
| title | Economic capital allocation with Basel II cost, benefit and implementation procedures |
| title_auth | Economic capital allocation with Basel II cost, benefit and implementation procedures |
| title_exact_search | Economic capital allocation with Basel II cost, benefit and implementation procedures |
| title_full | Economic capital allocation with Basel II cost, benefit and implementation procedures Dimitris N. Chorafas |
| title_fullStr | Economic capital allocation with Basel II cost, benefit and implementation procedures Dimitris N. Chorafas |
| title_full_unstemmed | Economic capital allocation with Basel II cost, benefit and implementation procedures Dimitris N. Chorafas |
| title_short | Economic capital allocation with Basel II |
| title_sort | economic capital allocation with basel ii cost benefit and implementation procedures |
| title_sub | cost, benefit and implementation procedures |
| topic | Basel Committee on Banking Supervision Basler Eigenkapitalvereinbarung (DE-588)4679731-2 gnd BUSINESS & ECONOMICS / Finance bisacsh Banks and banking / State supervision fast Capital fast Credit fast Risk management fast Basler Eigenkapitalvereinbarung (2001) swd Bankenaufsicht swd Bank Wirtschaft Banks and banking State supervision Risk management Capital Credit Bankenaufsicht (DE-588)4004450-6 gnd |
| topic_facet | Basel Committee on Banking Supervision Basler Eigenkapitalvereinbarung BUSINESS & ECONOMICS / Finance Banks and banking / State supervision Capital Credit Risk management Basler Eigenkapitalvereinbarung (2001) Bankenaufsicht Bank Wirtschaft Banks and banking State supervision |
| url | http://www.sciencedirect.com/science/book/9780750661829 |
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