From Basel 1 to Basel 3: The Integration of State-of-the-Art Risk Modeling in Banking Regulation
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...
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| Format: | eBook |
| Language: | English |
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London
Palgrave Macmillan UK
2006, 2006
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| Series: | Finance and Capital Markets Series
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| Online Access: | |
| Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
| Summary: | 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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| Physical Description: | XIX, 294 p online resource |
| ISBN: | 9780230501171 |