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

L. Balthazar

From Basel 1 to Basel 3: The Integration of State of the Art Risk Modelling in Banking Regulation
Format
Paperback
Publisher
Palgrave Macmillan
Country
United Kingdom
Published
1 January 2006
Pages
294
ISBN
9781349525256

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

L. Balthazar

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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.

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