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Economic capital allocation with Basel II : cost, benefit and implementation procedures /

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This book is a complimentary follow-on book to Operational Risk Control with Basel II. While the previous book focuses on operational risk, Economic Capital Allocation provides an overview of credit risk within the context of the Basel II accords. The book provides: * comprehensive coverage of the e...

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Bibliographic Details
Main Author: Chorafas, Dimitris N.
Corporate Author: ScienceDirect (Online service)
Format: eBook
Language:English
Published: Amsterdam ; Boston : Elsevier, Butterworth Heinmann, 2004.
Subjects:
Basel Committee on Banking Supervision > Basler Eigenkapitalvereinbarung > 2004
Banks and banking > State supervision.
Risk management.
Capital.
Credit.
Risk Management
Banques > Contrôle de l'État.
Gestion du risque.
Crédit.
risk management.
credit.
BUSINESS & ECONOMICS > Finance.
Banks and banking > State supervision
Capital
Credit
Risk management
Bankenaufsicht
Bankenaufsicht.
Electronic books.
Online Access:Connect to the full text of this electronic book
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