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

by Laurent Balthazar

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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Year of publication:	2006
Authors:	Balthazar, Laurent
Publisher:	London : Palgrave Macmillan
Subject:	Bankrisiko \| Bank risk \| Bankenaufsicht \| Banking supervision \| Kreditrisiko \| Credit risk \| Basler Akkord \| Basel Accord

Extent:	Online-Ressource (XIX, 294 p, online resource)
Series:	Finance and Capital Markets Series SpringerLink / Bücher Springer eBook Collection / Palgrave Economics & Finance Collection Springer ebook collection / Palgrave Economics and Finance Collection 2000 - 2013
Type of publication:	Book / Working Paper
Language:	English
ISBN:	978-0-230-50117-1 ; 978-1-349-52525-6
Other identifiers:	10.1057/9780230501171 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012053996