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From Basel 1 to Basel 3: The Integration of State of the Art Risk Modelling in Banking Regulation (Finance and Capital Markets Series) - Hardcover
The book covers topics related to banking regulation and credit risk modelling. 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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About the Author:
LAURENT BALTHAZAR is Head of Economic & Regulatory Capital at Dexia Bank. He has been responsible for the development of scoring models and of the RAROC methodology. He is also involved in the implementation of the Basel 2 project and of the economic capital framework. He is a frequent speaker at conferences and delivered trainings on Basel 2 in Eastern Europe countries.
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- PublisherPalgrave Macmillan
- Publication date2006
- ISBN 10 1403948887
- ISBN 13 9781403948885
- BindingHardcover
- Number of pages313
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From Basel 1 to Basel 3 : The Integration of State-of-the-art Risk Modelling in Banking Regulation
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From Basel 1 to Basel 3: The Integration of State of the Art Risk Modelling in Banking Regulation (Finance and Capital Markets Series) by Balthazar, L. [Hardcover ]
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From Basel 1 to Basel 3: The Integration of State-Of-The-Art Risk Modeling in Banking Regulation
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From Basel 1 to Basel 3: The Integration of State of the Art Risk Modelling in Banking Regulation (Finance and Capital Markets Series)
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From Basel 1 to Basel 3: The Integration of State of the Art Risk Modelling in Banking Regulation
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Book Description Gebunden. Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. LAURENT BALTHAZAR is Head of Economic & Regulatory Capital at Dexia Bank. He has been responsible for the development of scoring models and of the RAROC methodology. He is also involved in the implementation of the Basel 2 project and of the economic capita. Seller Inventory # 458479360
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From Basel 1 to Basel 3
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Book Description Buch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 294 pp. Englisch. Seller Inventory # 9781403948885
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From Basel 1 to Basel 3 : The Integration of State-of-the-art Risk Modelling in Banking Regulation
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From Basel 1 to Basel 3 : The Integration of State of the Art Risk Modelling in Banking Regulation
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Book Description Buch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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. Seller Inventory # 9781403948885
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From Basel 1 to Basel 3: The Integration of State-of-the-art Risk Modelling in Banking Regulation
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Book Description Hardcover. Condition: Brand New. illustrated edition. 256 pages. 9.50x6.50x0.75 inches. In Stock. Seller Inventory # x-1403948887
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From Basel 1 to Basel 3
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Book Description Condition: New. Series: Finance and Capital Markets Series. Num Pages: 313 pages, biography. BIC Classification: KFFK; KFFM. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College); (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 237 x 165 x 24. Weight in Grams: 622. . 2006. Hardback. . . . . Seller Inventory # V9781403948885
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