From Basel 1 to Basel 3: The Integration of State of the Art Risk Modelling in Banking Regulation by Balthazar, L.

From Basel 1 to Basel 3: The Integration of State of the Art Risk Modelling in Banking Regulation (Paperback) (ISBN-13: 9781349525256)

Vendor: L. Balthazar
Product type: Books
Format: Paperback
$329.99
$329.99
$329.99
Subtotal: $329.99
From Basel 1 to Basel 3: The Integration of State of the Art Risk Modelling in Banking Regulation by Balthazar, L.

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

$329.99
From Basel 1 to Basel 3: The Integration of State of the Art Risk Modelling in Banking Regulation by Balthazar, L.

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

$329.99
Format: Paperback
Description
Description
x
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: L. Balthazar
ISBN-10: 1349525251
ISBN-13: 9781349525256
Publisher: Palgrave MacMillan
Language: English
Published: 01/01/2006
Pages: 294
Format: Paperback
Weight: 0.98lbs
Size: 9.21h x 6.14w x 0.66d
By L. Balthazar
By L. Balthazar
x
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.

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