From Basel 1 to Basel 3
- The Integration of State of the Art Risk Modelling in Banking Regulation
Af
- Format
- E-bog, PDF
- Engelsk
- Indgår i serie
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Beskrivelse
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.
Detaljer
- SprogEngelsk
- Udgivelsesdato31-08-2006
- ISBN139780230501171
- Forlag Palgrave MacMillan UK
- FormatPDF
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