L. Balthazar

Broschiertes Buch

From Basel 1 to Basel 3

The Integration of State of the Art Risk Modelling in Banking Regulation

Beschreibung

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.

Autor

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.

Produktdetails

• Finance and Capital Markets Series
• Verlag: Palgrave Macmillan / Springer Palgrave Macmillan
• Artikelnr. des Verlages: 978-1-349-52525-6
• 1st ed. 2006
• Seitenzahl: 294
• Erscheinungstermin: 1. Januar 2006
• Englisch
• Abmessung: 234mm x 156mm x 17mm
• Gewicht: 482g
• ISBN-13: 9781349525256
• ISBN-10: 1349525251
• Artikelnr.: 45069997