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From Basel 1 to Basel 3

- The Integration of State of the Art Risk Modelling in Banking Regulation

Om From Basel 1 to Basel 3

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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  • Språk:
  • Engelska
  • ISBN:
  • 9781349525256
  • Format:
  • Häftad
  • Sidor:
  • 294
  • Utgiven:
  • 1. januari 2006
  • Utgåva:
  • 12006
  • Mått:
  • 155x235x0 mm.
  • Vikt:
  • 483 g.
  Fri leverans
Leveranstid: 2-4 veckor
Förväntad leverans: 17. december 2024

Beskrivning av From Basel 1 to Basel 3

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.

Användarnas betyg av From Basel 1 to Basel 3



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