From Basel 1 to Basel 3 [electronic resource] : the integration of state-of-the-art risk modeling in banking regulation / Laurent Balthazar.
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...
Saved in:
| Online Access: |
Full Text (via Springer) |
|---|---|
| Main Author: | |
| Other title: | From Basel one to Basel three. |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Basingstoke [England] ; New York :
Palgrave Macmillan,
2006.
|
| Series: | Finance and capital markets.
|
| Subjects: |
Internet
Full Text (via Springer)Online
| Call Number: |
K1066 .B35 2006eb
|
|---|---|
| K1066 .B35 2006eb | Available |