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612-822-4611
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

Paperback

Series: Finance and Capital Markets

AccountingInvesting & Finance

ISBN10: 1349525251
ISBN13: 9781349525256
Publisher: Palgrave
Published: Jan 1 2006
Pages: 294
Weight: 0.98
Height: 0.66 Width: 6.14 Depth: 9.21
Language: English
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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