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Ebook: From Basel 1 to Basel 3: The Integration of State of the Art Risk Modelling in Banking Regulation -- download full version of the book

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Predeterminado Ebook: From Basel 1 to Basel 3: The Integration of State of the Art Risk Modelling in Banking Regulation -- download full version of the book

*** FROM BASEL 1 TO BASEL 3: THE INTEGRATION OF STATE OF THE ART RISK MODELLING IN BANKING REGULATION ***
by Laurent Balthazar



Click Here to Download this Ebook

Type: eBook
Released: 2006-00-00
Publisher: Palgrave Macmillan
Page Count: 315
Format: pdf
Language: English

Description:

The book covers topics related to banking regulation and credit risk modelling. 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. About the Author Laurent Balthazar is a Bank Credit Analyst at Dexia Bank.


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