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From Basel 1 to Basel 3
L. Balthazar
€ 355.77
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Description for From Basel 1 to Basel 3
Paperback. 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. Series: Finance and Capital Markets Series. Num Pages: 313 pages, biography. BIC Classification: KCB; KFFH; KFFK; KFFM. Category: (G) General (US: Trade). Dimension: 235 x 155. .
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.
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.
Product Details
Format
Paperback
Publication date
2006
Publisher
Palgrave Macmillan United Kingdom
Number of pages
313
Condition
New
Series
Finance and Capital Markets Series
Number of Pages
294
Place of Publication
Basingstoke, United Kingdom
ISBN
9781349525256
SKU
V9781349525256
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About L. Balthazar
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 ... Read more
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