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
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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