From Basel 1 to Basel 3 [electronic resource] : The Integration of State of the Art Risk Modelling in Banking Regulation / by L. Balthazar.

By:

Balthazar, L [author.]

Contributor(s):

SpringerLink (Online service)

Material type: Text

TextSeries: Finance and Capital Markets SeriesPublisher: London : Palgrave Macmillan UK : Imprint: Palgrave Macmillan, 2006Edition: 1st ed. 2006Description: XIX, 294 p. online resourceContent type:

text

Media type:

computer

Carrier type:

online resource

ISBN:

9780230501171

Subject(s):

Additional physical formats: Printed edition:: No title; Printed edition:: No title; Printed edition:: No titleDDC classification:

658.15

LOC classification:

HG4001-4285

Online resources:

Click here to access online

In: Springer Nature eBookSummary: 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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Holdings
Item type	Home library	Collection	Call number	Status	Date due	Barcode	Item holds
E-Book	Biblioteca Digital	Colección SPRINGER	658.15 (Browse shelf(Opens below))	Not For Loan

Total holds: 0

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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