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From Basel 1 to Basel 3

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

  • Format
  • Bog, hardback
  • Engelsk
  • 294 sider

Beskrivelse

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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Detaljer
  • SprogEngelsk
  • Sidetal294
  • Udgivelsesdato31-08-2006
  • ISBN139781403948885
  • Forlag Palgrave-Macmillan
  • FormatHardback
Størrelse og vægt
coffee cup img
10 cm
book img
15,2 cm
22,9 cm

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