From Basel 1 to Basel 3: The Integration of State-Of-The-Art Risk Modeling in Banking Regulation (Finance and Capital Markets Series) - Tapa dura

Balthazar, Laurent

 
9781403948885: From Basel 1 to Basel 3: The Integration of State-Of-The-Art Risk Modeling in Banking Regulation (Finance and Capital Markets Series)

Sinopsis

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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Acerca del autor

LAURENT BALTHAZAR is a Bank Credit Analyst at Dexia Bank. He has been responsible for development of a credit risk portfolio model for computing total economic capital and its allocation to business lines. Previously, he has worked on development of RAROC Models for the banking group and was in charge of following Basel 2 new regulation and defining its impact on the bank. He is a frequent speaker at conferences on Basel 2.

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Otras ediciones populares con el mismo título

9781349525256: From Basel 1 to Basel 3: The Integration of State of the Art Risk Modelling in Banking Regulation (Finance and Capital Markets Series)

Edición Destacada

ISBN 10:  1349525251 ISBN 13:  9781349525256
Editorial: Palgrave Macmillan, 2006
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