From Basel 1 to Basel 3: The Integration of State of the Art Risk Modelling in Banking Regulation
Author:   L. Balthazar
Publisher:   Palgrave Macmillan
Edition:   1st ed. 2006
ISBN:  

9781349525256


Pages:   294
Publication Date:   01 January 2006
Format:   Paperback
Availability:   Manufactured on demand   Availability explained
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From Basel 1 to Basel 3: The Integration of State of the Art Risk Modelling in Banking Regulation


Overview

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.

Full Product Details

Author:   L. Balthazar
Publisher:   Palgrave Macmillan
Imprint:   Palgrave Macmillan
Edition:   1st ed. 2006
Weight:   0.486kg
ISBN:  

9781349525256


ISBN 10:   1349525251
Pages:   294
Publication Date:   01 January 2006
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

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Author Information

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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