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

1st ed. 2006

Book Details

Format Paperback / Softback
ISBN-10 1349525251
ISBN-13 9781349525256
Edition 1st ed. 2006
Publisher Palgrave Macmillan
Imprint Palgrave Macmillan
Country of Manufacture GB
Country of Publication GB
Publication Date Jan 1st, 2006
Print length 294 Pages
Ksh 52,100.00
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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.
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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