From Basel 1 to Basel 3: The Integration of State-of-the-Art Risk Modeling in Banking Regulation /

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...

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Bibliographic Details

Main Author:	Balthazar, Laurent (Author)
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	London : Palgrave Macmillan UK : Imprint: Palgrave Macmillan, 2006.
Series:	Finance and capital markets.
Subjects:	Business and Management. Banking. Business Finance. Investments and Securities. Macroeconomics/Monetary Economics//Financial Economics. Banks and banking. Business enterprises > Finance. Business. Investment banking. Macroeconomics. Securities. Electronic books.
Online Access:	Connect to the full text of this electronic book