L. Balthazar
Palgrave Macmillan UK
e druk, 2006
9781349525256
From Basel 1 to Basel 3
The Integration of State of the Art Risk Modelling in Banking Regulation
Specificaties
Paperback, blz.
|
Engels
Palgrave Macmillan UK |
2006
ISBN13: 9781349525256
Rubricering
Onderdeel van serie
Finance and Capital Markets Series
Levertijd ongeveer 9 werkdagen
Gratis verzonden
Samenvatting
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.
Specificaties
ISBN13:9781349525256
Taal:Engels
Bindwijze:paperback
Uitgever:Palgrave Macmillan UK
Inhoudsopgave
Introduction PART 1: CURRENT BANKING REGULATION Basel 1 Market Risk Amendment Critics of Basel 1 PART 2: DESCRIPTION OF BASEL 2 Overview of the New Accord Pillar 1 - The solvency ratio Pillar 1 - Appendix Pillar 2 - Supervisory Review Process Pillar 3 - Market Discipline Potential Impacts of Basel 2 PART 3: IMPLEMENTING BASEL 2 Basel 2 and IT Systems Scoring Systems - Theoretical Aspects Scoring Systems - Case study LGD Implementation of the Accord PART 4: PILLAR 2, AN OPEN ROAD TO BASEL 3 From Basel 1 to Basel 3 The Basel 2 Model Extending the Model Integrating other Kinds of Risks Conclusions