Ebook From basel 1 to basel 3: The integration of state of the art risk modeling in banking regulation
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Ebook "From basel 1 to basel 3: The integration of state of the art risk modeling in banking regulation" 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.
Nội dung trích xuất từ tài liệu:
Ebook From basel 1 to basel 3: The integration of state of the art risk modeling in banking regulation
Nội dung trích xuất từ tài liệu:
Ebook From basel 1 to basel 3: The integration of state of the art risk modeling in banking regulation
Tìm kiếm theo từ khóa liên quan:
From basel 1 to basel 3 The art risk modeling Banking regulation Finance and capital markets Asset-liability management Current banking regulation The solvency ratioTài liệu liên quan:
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