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"item_title" : "From Basel 1 to Basel 3",
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"item_description" : "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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From Basel 1 to Basel 3 : The Integration of State of the Art Risk Modelling in Banking Regulation
by L. Balthazar
Other Available Formats
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.
This item is Non-Returnable
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Details
- ISBN-13: 9781403948885
- ISBN-10: 1403948887
- Publisher: Palgrave MacMillan
- Publish Date: August 2006
- Dimensions: 9.48 x 6.4 x 0.86 inches
- Shipping Weight: 1.34 pounds
- Page Count: 294
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