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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
Synopsis
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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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)
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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
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SPRINGER NATURE Aug 2006, 2006
ISBN 10: 1403948887
ISBN 13: 9781403948885
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Hardcover
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
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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
Print on DemandSeller: AHA-BUCH GmbH, Einbeck, Germany
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Buch. Condition: Neu. nach der Bestellung gedruckt 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
Seller: moluna, Greven, Germany
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Gebunden. Condition: New. 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: The Integration of State-of-the-art Risk Modelling in Banking Regulation
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Hardcover. Condition: Brand New. illustrated edition. 256 pages. 9.50x6.50x0.75 inches. In Stock. Seller Inventory # x-1403948887
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