From Basel 1 to Basel 3: The Integration of State of the Art Risk Modelling in Banking Regulation (Finance and Capital Markets Series) - Softcover

Balthazar, L.

 
9781349525256: From Basel 1 to Basel 3: The Integration of State of the Art Risk Modelling in Banking Regulation (Finance and Capital Markets Series)
Softcover
ISBN 10: 1349525251 ISBN 13: 9781349525256
Verlag: Palgrave Macmillan, 2006

Inhaltsangabe

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.

Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.

Über die Autorin bzw. den Autor

LAURENT BALTHAZAR is Head of Economic & Regulatory Capital at Dexia Bank. He has been responsible for the development of scoring models and of the RAROC methodology. He is also involved in the implementation of the Basel 2 project and of the economic capital framework. He is a frequent speaker at conferences and delivered trainings on Basel 2 in Eastern Europe countries.

„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.

Verlag
Palgrave Macmillan
Erscheinungsdatum
2006
Sprache
Englisch
ISBN 10 
1349525251
ISBN 13 
9781349525256
Einband
Taschenbuch
Auflage
1
Anzahl der Seiten
313
Kontakt zum Hersteller
Springer Nature Customer Service Center GmbH
ProductSafety@springernature.com

Europaplatz 3,69115 Heidelberg, Germany
Heidelberg
69115
Deutschland

Weitere beliebte Ausgaben desselben Titels

9781403948885: From Basel 1 to Basel 3: The Integration of State of the Art Risk Modelling in Banking Regulation (Finance and Capital Markets Series)

Vorgestellte Ausgabe

ISBN 10:  1403948887 ISBN 13:  9781403948885
Verlag: Palgrave Macmillan, 2006
Hardcover