Business & Economics Books:

From Basel 1 to Basel 3

The Integration of State of the Art Risk Modelling in Banking Regulation
Click to share your rating 0 ratings (0.0/5.0 average) Thanks for your vote!

Format:

Paperback / softback
$856.00
Available from supplier

The item is brand new and in-stock with one of our preferred suppliers. The item will ship from a Mighty Ape warehouse within the timeframe shown.

Usually ships in 3-4 weeks
Free Delivery with Primate
Join Now

Free 14 day free trial, cancel anytime.

Buy Now, Pay Later with:

4 payments of $214.00 with Afterpay Learn more

6 weekly interest-free payments of $142.67 with Laybuy Learn more

Availability

Delivering to:

Estimated arrival:

  • Around 11-21 June using International Courier

Description

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.

Author Biography:

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.
Release date NZ
January 1st, 2006
Author
Audience
  • Professional & Vocational
Edition
1st ed. 2006
Illustrations
XIX, 294 p.
Pages
294
ISBN-13
9781349525256
Product ID
25603123

Customer reviews

Nobody has reviewed this product yet. You could be the first!

Write a Review

Marketplace listings

There are no Marketplace listings available for this product currently.
Already own it? Create a free listing and pay just 9% commission when it sells!

Sell Yours Here

Help & options

Filed under...