L. Balthazar
From Basel 1 to Basel 3
The Integration of State of the Art Risk Modelling in Banking Regulation
Gebonden Engels 2006 9781403948885
Verwachte levertijd ongeveer 9 werkdagen
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
ISBN13:9781403948885
Taal:Engels
Bindwijze:gebonden
Uitgever:Palgrave Macmillan UK
Hoofdrubriek:Financieel management, Financieel management
Lezersrecensies
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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
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