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...
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Full Text (via Springer) |
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| 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.
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| Subjects: |
MARC
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| 100 | 1 | |a Balthazar, Laurent, |d 1976- |0 http://id.loc.gov/authorities/names/n2006024572 |1 http://isni.org/isni/0000000042228039. | |
| 245 | 1 | 0 | |a From Basel 1 to Basel 3 |h [electronic resource] : |b the integration of state-of-the-art risk modeling in banking regulation / |c Laurent Balthazar. |
| 246 | 3 | |a From Basel one to Basel three. | |
| 260 | |a Basingstoke [England] ; |a New York : |b Palgrave Macmillan, |c 2006. | ||
| 300 | |a 1 online resource (xix, 294 pages) : |b illustrations. | ||
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| 490 | 1 | |a [Finance and capital markets] | |
| 505 | 0 | |a PART 1: CURRENT BANKING REGULATION -- Basel 1 -- Market Risk Amendment -- Critics of Basel 1 -- PART 2: DESCRIPTION OF BASEL 2 -- Overview of the New Accord -- Pillar 1 -- The solvency ratio -- Pillar 1 -- Appendix -- Pillar 2 -- Supervisory Review Process -- Pillar 3 -- Market Discipline -- Potential Impacts of Basel 2 -- PART 3: IMPLEMENTING BASEL 2 -- Basel 2 and IT Systems -- Scoring Systems -- Theoretical Aspects -- Scoring Systems -- Case study -- LGD -- Implementation of the Accord -- PART 4: PILLAR 2, AN OPEN ROAD TO BASEL 3 -- From Basel 1 to Basel 3 -- The Basel 2 Model -- Extending the Model -- Integrating other Kinds of Risks -- Conclusions. | |
| 500 | |a Series from jacket. | ||
| 504 | |a Includes bibliographical references (pages 286-289) and index. | ||
| 520 | |a 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. | ||
| 546 | |a English. | ||
| 588 | 0 | |a Print version record. | |
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| 650 | 0 | |a Banks and banking, International |x Law and legislation. |0 http://id.loc.gov/authorities/subjects/sh85011657. | |
| 650 | 7 | |a Asset-liability management |x Law and legislation. |2 fast |0 (OCoLC)fst01765694. | |
| 650 | 7 | |a Banks and banking |x Accounting |x Law and legislation. |2 fast |0 (OCoLC)fst00826871. | |
| 650 | 7 | |a Banks and banking, International |x Law and legislation. |2 fast |0 (OCoLC)fst00827112. | |
| 776 | 0 | 8 | |i Print version: |a Balthazar, Laurent, 1976- |t From Basel 1 to Basel 3. |d Basingstoke [England] ; New York : Palgrave Macmillan, 2006 |z 1403948887 |z 9781403948885 |w (DLC) 2006043258 |w (OCoLC)67361494. |
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