From basel 1 to basel 3: the integration of state of the art risk modelling in banking regulation
Auteur :
Balthazar, L.
Éditeur :
Palgrave USA
ISBN :
9781403948885
Date de publication :
31 août 2006
Dimensions :
22,9 x 15,2 cm
Langue :
Anglais
Pays d'origine :
USA
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.