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From Basel 1 to Basel 3|L. Balthazar

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

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Overview

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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Details

  • ISBN-13: 9781349525256
  • ISBN-10: 1349525251
  • Publisher: Palgrave MacMillan
  • Publish Date: January 2006
  • Dimensions: 9.21 x 6.14 x 0.66 inches
  • Shipping Weight: 0.98 pounds
  • Page Count: 294

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