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From Basel 1 to Basel 3: The Integration of State of the Art Risk Modelling in Banking Regulation
L. Balthazar
(Author)
·
Palgrave MacMillan
· Paperback
From Basel 1 to Basel 3: The Integration of State of the Art Risk Modelling in Banking Regulation - Balthazar, L.
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Origin: U.S.A.
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Synopsis "From Basel 1 to Basel 3: The Integration of State of the Art Risk Modelling 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 illustrate regulator models.
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All books in our catalog are Original.
The book is written in English.
The binding of this edition is Paperback.
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