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From Basel 1 to Basel 3 - L. Balthazar - Bog

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

af L. Balthazar

indgår i Finance and Capital Markets Series serien

From Basel 1 to Basel 3 af L. Balthazar
Bag 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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  • Sprog:
  • Engelsk
  • ISBN:
  • 9781403948885
  • Indbinding:
  • Hardback
  • Sideantal:
  • 294
  • Udgivet:
  • 31. August 2006
  • Udgave:
  • 2006
  • Størrelse:
  • 165x237x24 mm.
  • Vægt:
  • 622 g.
  • 8-11 hverdage.
  • 15. Oktober 2024

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Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

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Beskrivelse af 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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