From basel 1 to basel 3: the integration of state of the art risk modelling in banking regulation
Auteur :
Balthazar, L.
Éditeur :
Palgrave Macmillan
ISBN :
9781349525256
Date de publication :
1 janv. 2006
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.