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From Basel 1 to Basel 3: The Integration of State-of-the-Art Risk Modeling in Banking Regulation (2006)

Balthazar, Laurent. ; SpringerLink 〈Online service〉

London :Palgrave Macmillan UK :

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Details

UID:

almahu_9947918278502882

Umfang: XIX, 294 p. , online resource.

ISBN: 9780230501171

Serie: Finance and Capital Markets Series

Inhalt: 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.

In: Springer eBooks

Weitere Ausg.: Printed edition: ISBN 9781349525256

Sprache: Englisch

DOI: 10.1057/9780230501171

URL: http://dx.doi.org/10.1057/9780230501171

URL: Volltext (Deutschlandweit zugänglich)

URL: Volltext (URL des Erstveröffentlichers)

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