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From Basel 1 to Basel 3
- The Integration of State of the Art Risk Modelling in Banking Regulation
part of the Finance and Capital Markets Series series
- Binding:
- Paperback
- Pages:
- 294
- Published:
- December 31, 2005
- Edition:
- 12006
- Dimensions:
- 155x235x0 mm.
- Weight:
- 483 g.
Delivery:
1-2 weeks
Expected delivery: December 11, 2024
Description of From Basel 1 to Basel 3
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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