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Скачать From Basel 1 to Basel 3: The Integration of State of the Art Risk Modelling in Banking Regulation бесплатно

25 апреля 2009 | Автор: Admin | Рубрика: Научная литература » Экономика | Комментариев: 0
1403948887

From Basel 1 to Basel 3: The Integration of State of the Art Risk Modelling in Banking Regulation (Finance and Capital Markets): Laurent Balthazar
Palgrave Macmillan | ISBN: 1403948887 | November 14, 2006 | PDF (OCR) | 256 pages | 1159 KB

The book covers topics related to banking regulation and credit risk modelling. 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.

Book Description
The book covers topics related to banking regulation and credit risk modelling. 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.

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