Business & Economics Books:

From Basel 1 to Basel 3

The Integration of State of the Art Risk Modelling in Banking Regulation
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Format:

Hardback
From Basel 1 to Basel 3 by L. Balthazar
$637.99

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Description

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.

Author Biography

LAURENT BALTHAZAR is a Bank Credit Analyst at Dexia Bank. He has been responsible for development of a credit risk portfolio model for computing total economic capital and its allocation to business lines. Previously, he has worked on development of RAROC Models for the banking group and was in charge of following Basel 2 new regulation and defining its impact on the bank. He is a frequent speaker at conferences on Basel 2.
Release date Australia
August 31st, 2006
Author
Audiences
  • Postgraduate, Research & Scholarly
  • Professional & Vocational
  • Tertiary Education (US: College)
  • Undergraduate
Country of Publication
United States
Edition
2006 ed.
Illustrations
XIX, 294 p.
Imprint
Palgrave Macmillan
Pages
294
Dimensions
152x229x22
ISBN-13
9781403948885
Product ID
1631265

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