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

Balthazar, L.

 
9781403948885: From Basel 1 to Basel 3: The Integration of State of the Art Risk Modelling in Banking Regulation (Finance and Capital Markets Series)
Hardcover
ISBN 10: 1403948887 ISBN 13: 9781403948885
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.

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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.

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Verlag
Palgrave Macmillan
Erscheinungsdatum
2006
Sprache
Englisch
ISBN 10 
1403948887
ISBN 13 
9781403948885
Einband
Gebundene Ausgabe
Anzahl der Seiten
313
Kontakt zum Hersteller
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Vorgestellte Ausgabe

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Softcover