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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:
- Hardback
- Pages:
- 294
- Published:
- August 30, 2006
- Edition:
- 2006
- Dimensions:
- 165x237x24 mm.
- Weight:
- 622 g.
Delivery:
2-3 weeks
Expected delivery: December 14, 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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