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

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...

Ausführliche Beschreibung

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Bibliographische Detailangaben
1. Verfasser: Balthazar, Laurent (VerfasserIn)
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: London Palgrave Macmillan UK 2006
Schlagworte:
Online-Zugang:DE-12
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Volltext
Zusammenfassung: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 (XIX, 294 Seiten)
ISBN:9780230501171
DOI:10.1057/9780230501171

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