Name: From Basel 1 to Basel 3: The Integration of State of the Art Risk Modelling in Banking Regulation
Price: 5430.00 ZAR
Availability: InStock
Author: Balthazar, L.
ISBN: 9781349525256

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portada From Basel 1 to Basel 3: The Integration of State of the Art Risk Modelling in Banking Regulation

From Basel 1 to Basel 3: The Integration of State of the Art Risk Modelling in Banking Regulation

Type

Physical Book

Author

L. Balthazar

Publisher

Palgrave MacMillan

Language

English

Pages

294

Format

Paperback

Dimensions

23.4 x 15.6 x 1.7 cm

Weight

0.44 kg.

ISBN13

9781349525256

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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From Basel 1 to Basel 3: The Integration of State of the Art Risk Modelling in Banking Regulation - Balthazar, L.

Synopsis "From Basel 1 to Basel 3: The Integration of State of the Art Risk Modelling in Banking Regulation"

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