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From Basel 1 to Basel 3

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

  • Format
  • Bog, paperback
  • 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
  • Udgivelsesdato01-01-2006
  • ISBN139781349525256
  • Forlag Palgrave-Macmillan
  • FormatPaperback
  • Udgave1st ed. 2006
Størrelse og vægt
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10 cm
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15,5 cm
23,5 cm

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