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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

Hardcover

Series: Finance and Capital Markets

AccountingInvesting & Finance

ISBN10: 1403948887
ISBN13: 9781403948885
Publisher: Springer Nature
Published: Aug 31 2006
Pages: 294
Weight: 1.34
Height: 0.86 Width: 6.40 Depth: 9.48
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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