From Basel 1 to Basel 3
ISBN:
9781349525256
Auflage:
1st ed. 2006
Verlag:
Palgrave Macmillan UK
Land des Verlags:
Vereinigtes Königreich
Erscheinungsdatum:
01.01.2006
Reihe:
Finance and Capital Markets Series
Format:
Softcover
Seitenanzahl:
294
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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.
Schlagwörter
Biografische Anmerkung
LAURENT BALTHAZAR is Head of Economic & Regulatory Capital at Dexia Bank. He has been responsible for the development of scoring models and of the RAROC methodology. He is also involved in the implementation of the Basel 2 project and of the economic capital framework. He is a frequent speaker at conferences and delivered trainings on Basel 2 in Eastern Europe countries.
