From Basel 1 to Basel 3
The Integration of State of the Art Risk Modelling in Banking Regulation| By: | L. Balthazar |
| Publisher: | Springer Nature |
| Print ISBN: | 9781403948885 |
| eText ISBN: | 9780230501171 |
| Edition: | 0 |
| Copyright: | 2006 |
| Format: | Page Fidelity |
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Table of Contents
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.