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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Bibliographic Details
Main Author: Balthazar, Laurent
Format: eBook
Language:English
Published: London Palgrave Macmillan UK 2006, 2006
Series:Finance and Capital Markets Series
Subjects:
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
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520 |a 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