From Basel 1 to Basel 3

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

• Author(s): L. Balthazar,
• Publisher: Palgrave Macmillan UK
• Pages: 294
• ISBN_10: 1403948887
  ISBN_13: 9781403948885
  
• Language: en
• Categories: Business & Economics / Corporate Finance / General , Business & Economics / Economics / Macroeconomics , Business & Economics / Investments & Securities / General , Business & Economics / Banks & Banking , Business & Economics / General ,

Description:... 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.