From Basel 1 to Basel 3

From Basel 1 to Basel 3 The Integration of State-of-the-Art Risk Modeling in Banking Regulation - Finance and Capital Markets Series

2006

Hardback (31 Aug 2006)

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Publisher's Synopsis

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 information

ISBN: 9781403948885
Publisher: Palgrave Macmillan UK
Imprint: Palgrave Macmillan
Pub date:
Edition: 2006
DEWEY: 346.0827
DEWEY edition: 22
Language: English
Number of pages: 294
Weight: 622g
Height: 237mm
Width: 165mm
Spine width: 24mm