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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 Laurent Balthazar

  • SKU: BELL-2002848
From Basel 1 To Basel 3 The Integration Of State Of The Art Risk Modelling In Banking Regulation Finance And Capital Markets Laurent Balthazar
$ 31.00 $ 45.00 (-31%)

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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 Laurent Balthazar instant download after payment.

Publisher: Palgrave Macmillan
File Extension: PDF
File size: 1.11 MB
Pages: 256
Author: Laurent Balthazar
ISBN: 9780230501171, 9781403948885, 0230501176, 1403948887
Language: English
Year: 2006

Product desciption

From Basel 1 To Basel 3 The Integration Of State Of The Art Risk Modelling In Banking Regulation Finance And Capital Markets Laurent Balthazar by Laurent Balthazar 9780230501171, 9781403948885, 0230501176, 1403948887 instant download after payment.

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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